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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 ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+324.78%
3d Period Avg+57.81%
swing±106.55%
LONG Gate.io · now
+10.96%
3d avg:+5.16%
SHORT KuCoin · nowBASUSDTM
+335.74%
3d avg:+62.97%
Entry Spread Now
−0.313%
Eaten by executionL 0.02395 · S 0.02387−$31.32 if it converges
24h range −0.64%…+0.53% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$143.94
−1.44%
$Avg Daily PnL
+$14.78
+0.1478%
★Best Day
+$44.63
Oct 2
◎Open Interest
⚡Funding APR
+53.96%
annualized · funding only
⚠Execution Cost
−$188.29
entry + exit fees
⏱Payback
12.7d
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 (−$188.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.