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updated 6:07:56 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+6.14%
3d Avg—
LONG KuCoin
+5.26%
3d: —
SHORT Extended
+11.40%
3d: —
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
−$15.68
−0.16%
$Avg Daily PnL
+$1.08
+0.0108%
★Best Day
+$6.81
May 16
◎Open Interest
KuCoin$1.73M
Extended$38.5K⚡APR
−14.31%
annualized
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
18.5d
to break even
◧24h Volume
KuCoin$1.19MExtended$31.2KLoading 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.