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updated 5:14:44 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+14.47%
30d Avg—
LONG KuCoin
−6.46%
30d: —
SHORT dYdX
+8.01%
30d: —
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$14.50
−0.15%
$Avg Daily PnL
+$1.99
+0.0199%
★Best Day
+$13.88
May 1
◎Open Interest
KuCoin$4.70M
dYdX$108.8K⚡APR
−1.76%
annualized
⚠Execution Cost
−$74.14
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
KuCoin$860.6KdYdX$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 (−$74.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.