← Back to Screener
updated 6:07:56 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+88.79%
3d Avg—
LONG KuCoin
−36.82%
3d: —
SHORT Orderly
+51.98%
3d: —
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$64.33
+0.64%
$Avg Daily PnL
+$20.58
+0.2058%
★Best Day
+$35.00
May 16
◎Open Interest
KuCoin$4.46M
Orderly$96.0K⚡APR
+58.70%
annualized
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
20.9h
to break even
◧24h Volume
KuCoin$685.0KOrderly$42.0KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.