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Funding Arbitrage Backtester

updated 6:59:45 PM
Size$
R-trip cost
Net Funding APR · Now
−33.53%
3d Avg
LONG Variational
+10.96%
3d:
SHORT KuCoin
−22.57%
3d:
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
−$35.22
−0.35%
$Avg Daily PnL
−$5.80
−0.0580%
Best Day
+$7.43
May 18
Open Interest
VariationalVariational$19.2K
KuCoinKuCoin$4.31M
APR
−32.14%
annualized
Execution Cost
−$12.00
entry + exit fees
Payback
never
to break even
24h Volume
VariationalVariational$9.0K
KuCoinKuCoin$5.25M
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
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