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updated 7:01:32 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+63.12%
3d Avg—
LONG KuCoin
−51.72%
3d: —
SHORT Extended
+11.40%
3d: —
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
+$30.98
+0.31%
$Avg Daily PnL
+$12.75
+0.1275%
★Best Day
+$24.88
May 17
◎Open Interest
KuCoin$5.95M
Extended$60.1K⚡APR
+28.27%
annualized
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
KuCoin$1.95MExtended$66.0KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.