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updated 4:33:20 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+51.83%
30d Avg—
LONG KuCoin
−40.87%
30d: —
SHORT Variational
+10.96%
30d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Limited funding history — chart clipped to available data
- Variational (Short): data starts May 11, 2026 (7d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over available data range.
Sparse settlements: long 98%, short 23% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$7.02
−0.07%
$Avg Daily PnL
+$0.62
+0.0062%
★Best Day
+$13.80
May 16
◎Open Interest
KuCoin$2.01M
Variational$74⚡APR
−3.20%
annualized
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
19.3d
to break even
◧24h Volume
KuCoin$252.9KVariational$9.9KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.