Funding Arbitrage Backtester

updated 6:51:24 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+5.11%

3d Avg—

LONG edgeX

−11.14%

3d: —

SHORT KuCoin

−6.03%

3d: —

Long pays every4hShort pays every8h

LONGmaker0.018%/taker0.038%SHORTmaker0.020%/taker0.060%

Loading Funding History…

↗Total PnL

−$16.36

−0.16%

$Avg Daily PnL

+$2.03

+0.0203%

∑Funding PnL

+$8.13

before cost

%Win Rate

100.0%

positive days

★Best Day

+$3.27

May 16

◎Open Interest

edgeX$76.84M

KuCoin$281.18M

⚡APR

−14.93%

annualized

⚠Execution Cost

−$24.49

entry + exit fees

⏱Payback

12.1d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.58

May 15

◧24h Volume

edgeX$164.43M

KuCoin$136.75M

Loading Cumulative PnL…

How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$24.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.