Funding Arbitrage Backtester

updated 5:18:18 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+35.39%

30d Avg—

LONG Bitget

−6.14%

30d: —

SHORT KuCoin

+29.26%

30d: —

Long pays every8hShort pays every8h

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

Loading Funding History…

↗Total PnL

−$4.38

−0.04%

$Avg Daily PnL

+$0.65

+0.0065%

∑Funding PnL

+$19.62

before cost

%Win Rate

53.3%

positive days

★Best Day

+$15.51

Apr 24

◎Open Interest

Bitget$4.01M

KuCoin$6.06M

⚡APR

−0.53%

annualized

⚠Execution Cost

−$24.00

entry + exit fees

⏱Payback

1.2mo

to break even

⤓Max Drawdown

−$20.94

peak → trough

✕Worst Day

−$13.80

Apr 25

◧24h Volume

Bitget$1.64M

KuCoin$4.50M

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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.