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updated 2:41:44 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+509.74%
30d Period Avg−25.33%
LONG KuCoin · nowBOTUSDTM
−498.79%
30d avg:+36.38%
SHORT Gate.io · now
+10.96%
30d avg:+11.05%
Entry Spread Now
−0.252%
Against youL 31.7100 · S 31.6300−$25.23 if it converges
24h range −0.44%…+0.13% · median −0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$219.83
−2.20%
$Avg Daily PnL
−$6.38
−0.0638%
★Best Day
+$29.90
Aug 6
◎Open Interest
KuCoin$73.0K
Gate.io$154.3K⚡Funding APR
−23.29%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$1.12MGate.io$212.6KLoading 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.