Funding Arbitrage Backtester

updated 6:07:56 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+48.43%

3d Avg—

LONG KuCoin

−37.47%

3d: —

SHORT Bybit

+10.96%

3d: —

Long pays every8hShort pays every8h

LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%

Loading Funding History…

↗Total PnL

+$22.31

+0.22%

$Avg Daily PnL

+$11.33

+0.1133%

∑Funding PnL

+$45.31

before cost

%Win Rate

100.0%

positive days

★Best Day

+$13.33

May 16

◎Open Interest

KuCoin$1.41M

Bybit$795.8K

⚡APR

+20.36%

annualized

⚠Execution Cost

−$23.00

entry + exit fees

⏱Payback

2.0d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$6.60

May 15

◧24h Volume

KuCoin$169.5K

Bybit$289.2K

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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.