Funding Arbitrage Backtester

updated 4:32:15 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+46.10%

30d Avg—

LONG KuCoin

−23.45%

30d: —

SHORT Paradex

+22.65%

30d: —

Long pays every4hShort pays every8h

LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%

Loading Funding History…

↗Total PnL

−$1462.86

−14.63%

$Avg Daily PnL

+$11.24

+0.1124%

∑Funding PnL

+$247.17

before cost

%Win Rate

77.3%

positive days

★Best Day

+$54.53

May 6

◎Open Interest

KuCoin$20.88M

Paradex$120.2K

⚡APR

−242.70%

annualized

⚠Execution Cost

−$1710.03

entry + exit fees

⏱Payback

5.1mo

to break even

⤓Max Drawdown

−$25.86

peak → trough

✕Worst Day

−$12.16

Apr 28

◧24h Volume

KuCoin$9.08M

Paradex$45.2K

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 (−$1710.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.