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Funding Arbitrage Backtester

updated 6:08:44 PM
Size$
R-trip cost
Net Funding APR · Now
+53.03%
3d Avg
LONG KuCoin
−47.56%
3d:
SHORT trade[XYZ]
+5.48%
3d:
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History
Total PnL
+$57.07
+0.57%
$Avg Daily PnL
+$21.77
+0.2177%
Best Day
+$34.77
May 17
Open Interest
KuCoinKuCoin$315.5K
trade[XYZ]trade[XYZ]$955.4K
APR
+52.08%
annualized
Execution Cost
−$30.00
entry + exit fees
Payback
1.4d
to break even
24h Volume
KuCoinKuCoin$960.7K
trade[XYZ]trade[XYZ]$262.5K
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 (−$30.00 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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