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updated 2:34:52 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.60%
3d Period Avg+19.97%
LONG Gate.io · nowBZ_USDT
−41.64%
3d avg:−17.45%
SHORT KuCoin · nowBZUSDTM
+10.96%
3d avg:+2.52%
Entry Spread Now
+0.138%
Eaten by executionL 87.0900 · S 87.2100+$13.78 if it converges
24h range −0.08%…+0.24% · median +0.14%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.67
−0.16%
$Avg Daily PnL
+$4.30
+0.0429%
★Best Day
+$8.20
Aug 14
◎Open Interest
Gate.io$5.60M
KuCoin$4.29M⚡Funding APR
+15.68%
annualized · funding only
⚠Execution Cost
−$32.85
entry + exit fees
⏱Payback
7.7d
to break even
◧24h Volume
Gate.io$2.90MKuCoin$259.8KLoading 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 (−$32.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.