← Back to Screener
updated 8:34:25 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.45%
3d Period Avg−11.58%
LONG OKX · nowNEO-USDT-SWAP
−39.63%
3d avg:−4.10%
SHORT KuCoin · nowNEOUSDTM
−11.18%
3d avg:−15.68%
Entry Spread Now
−0.059%
Eaten by executionL 1.6810 · S 1.6800−$5.95 if it converges
24h range −0.24%…+0.36% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$31.51
−0.32%
$Avg Daily PnL
−$3.17
−0.0317%
★Best Day
−$0.68
Aug 15
◎Open Interest
OKX$315.0K
KuCoin$957.1K⚡Funding APR
−11.57%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$252.6KKuCoin$16.2KLoading 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.