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updated 4:56:00 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.93%
3d Period Avg+81.41%
LONG KuCoin · nowBLUAIUSDTM
+10.96%
3d avg:−12.15%
SHORT Gate.io · now
+39.89%
3d avg:+69.26%
Entry Spread Now
−0.852%
Against youL 0.01327 · S 0.01316−$85.15 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
+$44.87
+0.45%
$Avg Daily PnL
+$16.72
+0.1672%
★Best Day
+$30.53
Aug 15
◎Open Interest
KuCoin$2.25M
Gate.io$862.7K⚡Funding APR
+61.02%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
KuCoin$142.0KGate.io$307.6KLoading 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.