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updated 3:53:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.56%
3d Period Avg+10.89%
LONG KuCoin · nowBLENDUSDTM
−36.60%
3d avg:−2.29%
SHORT Gate.io · now
+10.96%
3d avg:+8.60%
Entry Spread Now
+0.129%
In your favorL 0.06188 · S 0.06196+$12.93 if it converges
24h range −0.24%…+0.32% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.06
−0.13%
$Avg Daily PnL
+$2.24
+0.0223%
★Best Day
+$6.26
Aug 15
◎Open Interest
KuCoin$868.0K
Gate.io$72.9K⚡Funding APR
+8.16%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
9.8d
to break even
◧24h Volume
KuCoin$626.4KGate.io$35.4KLoading 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.