Funding Arbitrage Backtester

updated 6:07:18 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

−6.25%

3d Avg—

LONG KuCoin

+17.20%

3d: —

SHORT BingX

+10.96%

3d: —

Long pays every8hShort pays every8h

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

Loading Funding History…

↗Total PnL

+$3.58

+0.04%

$Avg Daily PnL

+$6.40

+0.0640%

∑Funding PnL

+$25.58

before cost

%Win Rate

100.0%

positive days

★Best Day

+$11.55

May 16

◎Open Interest

KuCoin$3.14M

BingX$1.92M

⚡APR

+3.27%

annualized

⚠Execution Cost

−$22.00

entry + exit fees

⏱Payback

3.4d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$1.89

May 15

◧24h Volume

KuCoin$935.1K

BingX$2.26M

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.