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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 ~3.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.08%
3d Period Avg+102.24%
swing±88.88%
LONG Gate.io · now
+67.06%
3d avg:+68.56%
SHORT KuCoin · nowAINUSDTM
+93.14%
3d avg:+170.80%
Entry Spread Now
−0.411%
Against youL 0.02192 · S 0.02183−$41.06 if it converges
24h range −0.23%…+1.00% · median +0.23%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$56.98
+0.57%
$Avg Daily PnL
+$27.99
+0.2799%
★Best Day
+$44.50
Sep 27
◎Open Interest
⚡Funding APR
+102.18%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
23.0h
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.