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updated 3:53:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+154.72%
3d Period Avg+117.95%
LONG KuCoin · nowAINUSDTM
+10.96%
3d avg:+31.45%
SHORT Gate.io · now
+165.68%
3d avg:+149.40%
Entry Spread Now
+0.345%
In your favorL 0.07819 · S 0.07846+$34.53 if it converges
24h range +0.01%…+0.56% · median +0.34%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$74.88
+0.75%
$Avg Daily PnL
+$24.22
+0.2422%
★Best Day
+$33.31
Aug 14
◎Open Interest
KuCoin$1.30M
Gate.io$461.5K⚡Funding APR
+88.40%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
21.8h
to break even
◧24h Volume
KuCoin$23.3KGate.io$30.9KLoading 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.