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Funding Arbitrage Backtester

updated 6:49:13 PM
Size$
R-trip cost
Net Funding APR · Now
−36.82%
3d Avg
LONG Variational
+10.96%
3d:
SHORT KuCoin
−25.86%
3d:
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
−$14.45
−0.14%
$Avg Daily PnL
−$0.61
−0.0061%
Best Day
+$1.84
May 16
Open Interest
VariationalVariational$199.3K
KuCoinKuCoin$8.60M
APR
−13.18%
annualized
Execution Cost
−$12.00
entry + exit fees
Payback
never
to break even
24h Volume
VariationalVariational$116.6K
KuCoinKuCoin$5.07M
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 (−$12.00 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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