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updated 4:50:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.04%
3d Period Avg−35.33%
LONG KuCoin · now4USDTM
+40.32%
3d avg:+76.36%
SHORT Gate.io · now
+45.36%
3d avg:+41.03%
Entry Spread Now
+0.338%
In your favorL 0.01125 · S 0.01129+$33.78 if it converges
24h range −3.93%…+0.23% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$51.02
−0.51%
$Avg Daily PnL
−$7.25
−0.0725%
★Best Day
−$1.78
Aug 14
◎Open Interest
KuCoin$1.42M
Gate.io$304.7K⚡Funding APR
−26.48%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$1.06MGate.io$211.9KLoading 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.