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updated 4:32:38 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~15d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.48%
3d Period Avg+5.48%
LONG KuCoin · nowBPUSDTM
+5.48%
3d avg:+5.48%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+2.614%
In your favorL 0.4029 · S 0.4134+$261.37 if it converges
24h range +3.52%…+9.66% · median +5.67%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.50
−0.17%
$Avg Daily PnL
+$1.13
+0.0113%
★Best Day
+$1.50
Aug 15
◎Open Interest
KuCoin$84.6K
Gate.io$354.6K⚡Funding APR
+4.11%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
19.6d
to break even
◧24h Volume
KuCoin$117.7KGate.io$15.1KLoading 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.