ORBITv2.19
← Back to Screener

Funding Arbitrage Backtester

updated 4:33:17 PM
Size$
R-trip cost
Net Funding APR · Now
+15.34%
30d Avg
LONG Bybit
+0.00%
30d:
SHORT KuCoin
+15.34%
30d:
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
+$73.40
+0.73%
$Avg Daily PnL
+$4.50
+0.0450%
Best Day
+$19.15
May 15
Open Interest
BybitBybit$22.53M
KuCoinKuCoin$31.21M
APR
+12.18%
annualized
Execution Cost
−$25.61
entry + exit fees
Payback
5.7d
to break even
24h Volume
BybitBybit$44.22M
KuCoinKuCoin$8.84M
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 (−$25.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
Start Trading →