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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+94.02%
30d Period Avg−4.59%
swing±30.64%
LONG KuCoin · nowBASUSDTM
−98.84%
30d avg:+11.46%
SHORT Gate.io · now
−4.82%
30d avg:+6.87%
Entry Spread Now
−0.095%
Eaten by executionL 0.02308 · S 0.02305−$9.53 if it converges
24h range −0.22%…+0.29% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$64.68
−0.65%
$Avg Daily PnL
−$1.26
−0.0126%
★Best Day
+$5.37
Oct 1
◎Open Interest
⚡Funding APR
−4.58%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
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.