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updated 4:33:16 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+60.27%
30d Avg—
LONG Extended
−4.38%
30d: —
SHORT KuCoin
+55.88%
30d: —
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$287.69
+2.88%
$Avg Daily PnL
+$13.99
+0.1399%
★Best Day
+$42.57
May 3
◎Open Interest
Extended$173.6K
KuCoin$940.9K⚡APR
+47.73%
annualized
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Extended$2.79MKuCoin$195.8KLoading 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.