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updated 9:07:34 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.89%
1d Period Avg+28.71%
LONG Gate.io · nowBZ_USDT
−28.93%
1d avg:−24.41%
SHORT KuCoin · nowBZUSDTM
+10.96%
1d avg:+4.30%
Entry Spread Now
+0.191%
In your favorL 89.0800 · S 89.2500+$19.08 if it converges
24h range −0.22%…+0.29% · median +0.12%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.61
−0.26%
$Avg Daily PnL
+$7.95
+0.0795%
★Best Day
+$7.95
Aug 17
◎Open Interest
Gate.io$5.49M
KuCoin$4.45M⚡Funding APR
+29.02%
annualized · funding only
⚠Execution Cost
−$33.56
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
Gate.io$11.49MKuCoin$445.4KLoading 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 (−$33.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.