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updated 2:41:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~91d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.88%
30d Period Avg+7.47%
LONG KuCoin · nowPROSUSDTM
+10.08%
30d avg:−25.06%
SHORT OKX · nowPROS-USDT-SWAP
+10.96%
30d avg:−17.59%
Entry Spread Now
+0.136%
In your favorL 0.3667 · S 0.3672+$13.64 if it converges
24h range −0.27%…+0.11% · median −0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$48.43
+0.48%
$Avg Daily PnL
+$2.27
+0.0227%
★Best Day
+$39.39
Aug 13
◎Open Interest
KuCoin$2.23M
OKX$511.0K⚡Funding APR
+8.29%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
9.7d
to break even
◧24h Volume
KuCoin$565.1KOKX$99.7KLoading 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.