ORBITv2.19
← Back to Screener

Funding Arbitrage Backtester

updated 4:33:17 PM
Size$
R-trip cost
Net Funding APR · Now
+43.17%
30d Avg
LONG MEXC
+10.96%
30d:
SHORT KuCoin
+54.13%
30d:
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
+$240.22
+2.40%
$Avg Daily PnL
+$8.47
+0.0847%
Best Day
+$37.91
May 10
Open Interest
MEXCMEXC$16
KuCoinKuCoin$85.2K
APR
+29.23%
annualized
Execution Cost
−$14.00
entry + exit fees
Payback
1.6d
to break even
24h Volume
MEXCMEXC$104.3K
KuCoinKuCoin$1.0K
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
Start Trading →