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updated 3:53:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+67.94%
3d Period Avg+51.29%
LONG KuCoin · nowAIOUSDTM
+10.96%
3d avg:+48.91%
SHORT Gate.io · now
+78.89%
3d avg:+100.20%
Entry Spread Now
+1.231%
In your favorL 0.07069 · S 0.07156+$123.07 if it converges
24h range −2.03%…+1.11% · median −0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$20.13
+0.20%
$Avg Daily PnL
+$10.53
+0.1053%
★Best Day
+$24.23
Aug 15
◎Open Interest
KuCoin$3.70M
Gate.io$915.3K⚡Funding APR
+38.44%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
KuCoin$4.30MGate.io$7.34MLoading 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.