Funding Arbitrage Backtester

updated 6:06:59 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+3.84%

3d Avg—

LONG KuCoin

+7.12%

3d: —

SHORT BingX

+10.96%

3d: —

Long pays every8hShort pays every8h

LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%

Loading Funding History…

↗Total PnL

+$15.25

+0.15%

$Avg Daily PnL

+$9.31

+0.0931%

∑Funding PnL

+$37.25

before cost

%Win Rate

100.0%

positive days

★Best Day

+$16.57

May 17

◎Open Interest

KuCoin$1.12M

BingX$4.57M

⚡APR

+13.92%

annualized

⚠Execution Cost

−$22.00

entry + exit fees

⏱Payback

2.4d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.86

May 15

◧24h Volume

KuCoin$3.36M

BingX$15.21M

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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.