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updated 6:08:02 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+31.56%
3d Avg—
LONG KuCoin
−20.60%
3d: —
SHORT OKX
+10.96%
3d: —
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.18
−0.03%
$Avg Daily PnL
+$4.70
+0.0470%
★Best Day
+$14.19
May 18
◎Open Interest
KuCoin$1.14M
OKX$1.29M⚡APR
−2.90%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
KuCoin$144.2KOKX$1.12MLoading 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.