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updated 8:03:11 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.26%
3d Period Avg+8.93%
LONG OKX · nowWOO-USDT-SWAP
−29.30%
3d avg:+2.03%
SHORT KuCoin · nowWOOUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.288%
In your favorL 0.01043 · S 0.01046+$28.76 if it converges
24h range −0.10%…+0.96% · median +0.19%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.66
−0.15%
$Avg Daily PnL
+$2.45
+0.0245%
★Best Day
+$4.30
Aug 16
◎Open Interest
OKX$173.9K
KuCoin$270.7K⚡Funding APR
+8.92%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
9.0d
to break even
◧24h Volume
OKX$102.3KKuCoin$15.1KLoading 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.