← Back to Screener
updated 6:20:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.03%
3d Period Avg+0.88%
LONG KuCoin · nowXTZUSDTM
−27.83%
3d avg:+4.36%
SHORT OKX · nowXTZ-USDT-SWAP
+4.20%
3d avg:+5.24%
Entry Spread Now
+0.000%
NeutralL 0.1976 · S 0.1976
24h range −0.55%…+0.95% · median +0.00%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.83
−0.18%
$Avg Daily PnL
+$1.04
+0.0104%
★Best Day
+$6.18
Aug 16
◎Open Interest
KuCoin$771.6K
OKX$714.5K⚡Funding APR
+3.80%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
21.1d
to break even
◧24h Volume
KuCoin$45.7KOKX$247.0KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.