Funding Arbitrage Backtester

updated 4:33:14 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+97.74%

30d Avg—

LONG KuCoin

−86.78%

30d: —

SHORT edgeX

+10.96%

30d: —

Long pays every4hShort pays every4h

LONGmaker0.020%/taker0.060%SHORTmaker0.018%/taker0.038%

Loading Funding History…

↗Total PnL

+$130.01

+1.30%

$Avg Daily PnL

+$5.30

+0.0530%

∑Funding PnL

+$159.04

before cost

%Win Rate

73.3%

positive days

★Best Day

+$28.61

Apr 30

◎Open Interest

KuCoin$6.72M

edgeX$31.23M

⚡APR

+15.82%

annualized

⚠Execution Cost

−$29.03

entry + exit fees

⏱Payback

5.5d

to break even

⤓Max Drawdown

−$46.77

peak → trough

✕Worst Day

−$28.93

Apr 20

◧24h Volume

KuCoin$3.93M

edgeX$41.09M

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 (−$29.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.