Funding Arbitrage Backtester

updated 6:08:15 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+41.64%

3d Avg—

LONG KuCoin

−12.27%

3d: —

SHORT MEXC

+29.37%

3d: —

Long pays every4hShort pays every4h

LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.010%

Loading Funding History…

↗Total PnL

+$45.34

+0.45%

$Avg Daily PnL

+$14.84

+0.1484%

∑Funding PnL

+$59.34

before cost

%Win Rate

100.0%

positive days

★Best Day

+$22.92

May 16

◎Open Interest

KuCoin$3.15M

MEXC$1

⚡APR

+41.37%

annualized

⚠Execution Cost

−$14.00

entry + exit fees

⏱Payback

22.6h

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$6.90

May 15

◧24h Volume

KuCoin$1.18M

MEXC$358.1K

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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.