ORBITv2.19
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Funding Arbitrage Backtester

updated 4:33:31 PM
Size$
R-trip cost
Net Funding APR · Now
+104.53%
30d Avg
LONG OKX
+0.00%
30d:
SHORT KuCoin
+104.53%
30d:
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
+$131.26
+1.31%
$Avg Daily PnL
+$5.11
+0.0511%
Best Day
+$42.42
May 1
Open Interest
OKXOKX$103.9K
KuCoinKuCoin$248.0K
APR
+15.97%
annualized
Execution Cost
−$22.00
entry + exit fees
Payback
4.3d
to break even
24h Volume
OKXOKX$498.9K
KuCoinKuCoin$162.9K
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
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