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updated 7:21:38 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−0.85%
LONG Gate.io · now
+10.96%
3d avg:+19.10%
SHORT KuCoin · nowAWEUSDTM
+10.96%
3d avg:+18.25%
Entry Spread Now
−0.034%
Eaten by executionL 0.05870 · S 0.05868−$3.41 if it converges
24h range −0.44%…+0.37% · median +0.12%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.69
−0.24%
$Avg Daily PnL
−$0.42
−0.0042%
★Best Day
+$1.72
Aug 15
◎Open Interest
Gate.io$35.1K
KuCoin$549.0K⚡Funding APR
−1.55%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$62.1KKuCoin$165.0KLoading 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.