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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.20%
7d Period Avg+44.88%
swing±71.02%
LONG Gate.io · now
+10.96%
7d avg:+18.73%
SHORT KuCoin · nowCASHCATUSDTM
+20.16%
7d avg:+63.61%
Entry Spread Now
−0.137%
Against youL 0.1680 · S 0.1677−$13.69 if it converges
24h range −1.75%…+1.50% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$56.96
+0.57%
$Avg Daily PnL
+$11.99
+0.1199%
★Best Day
+$29.45
Sep 26
◎Open Interest
Gate.io$1.85M
KuCoin$710.0K⚡Funding APR
+43.78%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Gate.io$1.05MKuCoin$2.56MLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.