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updated 7:01:34 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
−0.95%
3d Avg—
LONG KuCoin
+5.37%
3d: —
SHORT dYdX
+4.42%
3d: —
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$142.67
−1.43%
$Avg Daily PnL
+$4.34
+0.0434%
★Best Day
+$11.06
May 16
◎Open Interest
KuCoin$4.64M
dYdX$107.6K⚡APR
−130.18%
annualized
⚠Execution Cost
−$160.04
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
KuCoin$877.3KdYdX$99Loading 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 (−$160.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.