Funding Arbitrage Backtester

updated 6:59:45 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

−10.96%

3d Avg—

LONG KuCoin

+21.92%

3d: —

SHORT BingX

+10.96%

3d: —

Long pays every4hShort pays every4h

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

Loading Funding History…

↗Total PnL

+$48.85

+0.49%

$Avg Daily PnL

+$17.71

+0.1771%

∑Funding PnL

+$70.85

before cost

%Win Rate

100.0%

positive days

★Best Day

+$26.73

May 17

◎Open Interest

KuCoin$2.25M

BingX$5.28M

⚡APR

+44.58%

annualized

⚠Execution Cost

−$22.00

entry + exit fees

⏱Payback

1.2d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$12.92

May 18

◧24h Volume

KuCoin$693.3K

BingX$8.05M

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.