← Back to Screener
updated 6:07:56 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+66.18%
3d Avg—
LONG Extended
−6.14%
3d: —
SHORT KuCoin
+60.05%
3d: —
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.92
−0.19%
$Avg Daily PnL
+$0.27
+0.0027%
★Best Day
+$10.47
May 18
◎Open Interest
Extended$169.1K
KuCoin$955.3K⚡APR
−17.26%
annualized
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.5mo
to break even
◧24h Volume
Extended$2.86MKuCoin$203.0KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.