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updated 7:00:21 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+59.72%
3d Avg—
LONG KuCoin
−59.72%
3d: —
SHORT OKX
+0.00%
3d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$57.08
+0.57%
$Avg Daily PnL
+$19.77
+0.1977%
★Best Day
+$33.09
May 17
◎Open Interest
KuCoin$304.6K
OKX$201.3K⚡APR
+52.09%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
KuCoin$1.07MOKX$383.8KLoading 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.