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updated 3:53:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.75%
3d Period Avg+33.51%
LONG KuCoin · nowBARDUSDTM
−22.79%
3d avg:−31.55%
SHORT Gate.io · now
+10.96%
3d avg:+1.96%
Entry Spread Now
+0.028%
Eaten by executionL 0.1056 · S 0.1056+$2.84 if it converges
24h range −0.69%…+0.38% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$5.52
+0.06%
$Avg Daily PnL
+$6.88
+0.0688%
★Best Day
+$14.62
Aug 15
◎Open Interest
KuCoin$649.4K
Gate.io$167.2K⚡Funding APR
+25.11%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
KuCoin$156.7KGate.io$69.2KLoading 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.