← Back to Screener
updated 4:40:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+7.01%
LONG KuCoin · nowBREVUSDTM
+10.96%
3d avg:−0.46%
SHORT Gate.io · now
+10.96%
3d avg:+6.55%
Entry Spread Now
+0.151%
In your favorL 0.06640 · S 0.06650+$15.06 if it converges
24h range −0.30%…+0.15% · median −0.15%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.52
−0.17%
$Avg Daily PnL
+$1.37
+0.0137%
★Best Day
+$3.90
Aug 16
◎Open Interest
KuCoin$1.23M
Gate.io$50.6K⚡Funding APR
+5.00%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
16.1d
to break even
◧24h Volume
KuCoin$38.5KGate.io$17.9KLoading 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.