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updated 6:07:58 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+64.03%
3d Avg—
LONG KuCoin
−54.57%
3d: —
SHORT OKX
+9.46%
3d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$2.20
−0.02%
$Avg Daily PnL
+$4.95
+0.0495%
★Best Day
+$12.50
May 16
◎Open Interest
KuCoin$1.88M
OKX$599.0K⚡APR
−2.01%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
KuCoin$918.2KOKX$818.1KLoading 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.