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updated 5:13:44 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+82.80%
30d Avg—
LONG Variational
−47.73%
30d: —
SHORT KuCoin
+35.06%
30d: —
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Variational (Long): data starts May 11, 2026 (7d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over available data range.
Sparse settlements: long 22%, short 71% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$103.47
−1.03%
$Avg Daily PnL
−$11.43
−0.1143%
★Best Day
+$7.43
May 18
◎Open Interest
Variational$19.3K
KuCoin$4.73M⚡APR
−47.21%
annualized
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$9.3KKuCoin$4.83MLoading 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.