← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.98%
3d Period Avg+7.48%
swing±37.12%
LONG OKX · nowRAVE-USDT-SWAP
+36.44%
3d avg:+125.29%
SHORT KuCoin · nowRAVEUSDTM
+41.42%
3d avg:+132.77%
Entry Spread Now
−0.388%
Against youL 0.2012 · S 0.2004−$38.77 if it converges
24h range −0.52%…+0.56% · median −0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.86
−0.16%
$Avg Daily PnL
+$2.05
+0.0205%
★Best Day
+$6.60
Sep 25
◎Open Interest
OKX$1.65M
KuCoin$2.26M⚡Funding APR
+7.47%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.8d
to break even
◧24h Volume
OKX$3.09MKuCoin$8.29MLoading 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.