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updated 3:17:47 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+3.88%
LONG KuCoin · nowCOOKIEUSDTM
+10.96%
3d avg:+1.06%
SHORT Gate.io · now
+10.96%
3d avg:+4.94%
Entry Spread Now
−0.613%
Against youL 0.01142 · S 0.01135−$61.30 if it converges
24h range −0.52%…+0.35% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$18.81
−0.19%
$Avg Daily PnL
+$0.80
+0.0080%
★Best Day
+$3.07
Aug 16
◎Open Interest
KuCoin$712.1K
Gate.io$132.7K⚡Funding APR
+2.91%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
27.6d
to break even
◧24h Volume
KuCoin$125.9KGate.io$94.9KLoading 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.