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updated 4:33:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+17.75%
30d Avg—
LONG KuCoin
−6.79%
30d: —
SHORT OKX
+10.96%
30d: —
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$67.71
+0.68%
$Avg Daily PnL
+$4.08
+0.0408%
★Best Day
+$14.96
May 15
◎Open Interest
KuCoin$1.14M
OKX$1.29M⚡APR
+11.23%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
KuCoin$146.3KOKX$1.14MLoading 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.