Funding Arbitrage Backtester

updated 5:20:09 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+89.63%

30d Avg—

LONG KuCoin

−84.15%

30d: —

SHORT trade[XYZ]

+5.48%

30d: —

Long pays every8hShort pays every1h

LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%

Limited funding history — chart clipped to available data

KuCoin (Long): data starts Apr 28, 2026 (20d available out of 30d requested)
trade[XYZ] (Short): data starts May 11, 2026 (7d available out of 30d requested)

KPIs (Total PnL, APR, Win Rate) calculated only over available data range.

Sparse settlements: long 68%, short 20% of expected. KPIs may be noisy.

Loading Funding History…

↗Total PnL

+$41.32

+0.41%

$Avg Daily PnL

+$8.91

+0.0891%

∑Funding PnL

+$71.32

before cost

%Win Rate

62.5%

positive days

★Best Day

+$81.05

May 16

◎Open Interest

KuCoin$175.7K

trade[XYZ]$327.1K

⚡APR

+18.85%

annualized

⚠Execution Cost

−$30.00

entry + exit fees

⏱Payback

3.4d

to break even

⤓Max Drawdown

−$55.01

peak → trough

✕Worst Day

−$37.59

May 17

◧24h Volume

KuCoin$631.4K

trade[XYZ]$191.2K

Loading Cumulative PnL…

How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.