← Back to Screener
updated 6:08:16 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+100.48%
3d Avg—
LONG OKX
+0.00%
3d: —
SHORT KuCoin
+100.48%
3d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.72
−0.01%
$Avg Daily PnL
+$5.32
+0.0532%
★Best Day
+$16.99
May 17
◎Open Interest
OKX$104.9K
KuCoin$234.2K⚡APR
−0.66%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
OKX$507.2KKuCoin$189.7KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.