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updated 4:47:53 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
+67.72%
3d Period Avg−128.97%
LONG KuCoin · nowBICOUSDTM
−1150.98%
3d avg:−168.69%
SHORT Gate.io · now
−1083.26%
3d avg:−297.66%
Entry Spread Now
+1.613%
In your favorL 0.02294 · S 0.02331+$161.29 if it converges
24h range −1.88%…+2.16% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 56%, short 22% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$72.39
+0.72%
$Avg Daily PnL
+$31.46
+0.3146%
★Best Day
+$37.84
Aug 16
◎Open Interest
KuCoin$652.2K
Gate.io$723.4K⚡Funding APR
+114.84%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
16.8h
to break even
◧24h Volume
KuCoin$2.59MGate.io$2.10MLoading 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.