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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+103.22%
30d Period Avg−3.82%
swing±47.26%
LONG KuCoin · nowAGTUSDTM
−92.26%
30d avg:+28.34%
SHORT Gate.io · now
+10.96%
30d avg:+24.52%
Entry Spread Now
+0.573%
In your favorL 0.02602 · S 0.02617+$57.26 if it converges
24h range −0.91%…+1.33% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$58.40
−0.58%
$Avg Daily PnL
−$1.05
−0.0105%
★Best Day
+$16.87
Sep 22
◎Open Interest
⚡Funding APR
−3.82%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.