Funding Arbitrage Backtester

updated 6:06:54 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+57.42%

3d Avg—

LONG KuCoin

−46.46%

3d: —

SHORT BingX

+10.96%

3d: —

Long pays every4hShort pays every4h

LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%

Loading Funding History…

↗Total PnL

+$20.89

+0.21%

$Avg Daily PnL

+$10.72

+0.1072%

∑Funding PnL

+$42.89

before cost

%Win Rate

100.0%

positive days

★Best Day

+$30.90

May 16

◎Open Interest

KuCoin$826.8K

BingX$1.67M

⚡APR

+19.06%

annualized

⚠Execution Cost

−$22.00

entry + exit fees

⏱Payback

2.0d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.73

May 18

◧24h Volume

KuCoin$53.2K

BingX$1.97M

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.