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updated 6:49:22 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
−10.74%
3d Avg—
LONG Variational
+10.96%
3d: —
SHORT KuCoin
+0.22%
3d: —
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$65.24
−0.65%
$Avg Daily PnL
−$13.31
−0.1331%
★Best Day
−$4.93
May 15
◎Open Interest
Variational$13.0K
KuCoin$1.29M⚡APR
−59.53%
annualized
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$226KuCoin$1.35MLoading 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.