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updated 3:56:00 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.49%
3d Period Avg+88.56%
LONG KuCoin · nowBLUAIUSDTM
+10.96%
3d avg:−19.75%
SHORT Gate.io · now
+23.45%
3d avg:+68.81%
Entry Spread Now
−0.321%
Against youL 0.01310 · S 0.01306−$32.06 if it converges
24h range −1.23%…+0.16% · median −0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$50.74
+0.51%
$Avg Daily PnL
+$18.19
+0.1819%
★Best Day
+$30.53
Aug 15
◎Open Interest
KuCoin$2.22M
Gate.io$854.1K⚡Funding APR
+66.38%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
KuCoin$151.3KGate.io$291.9KLoading 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.