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updated 4:31:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+122.40%
3d Period Avg+28.71%
LONG KuCoin · nowCVCUSDTM
+10.96%
3d avg:−23.85%
SHORT Gate.io · now
+133.35%
3d avg:+4.86%
Entry Spread Now
+0.058%
Eaten by executionL 0.01717 · S 0.01718+$5.82 if it converges
24h range −0.12%…+0.41% · median +0.17%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.43
−0.03%
$Avg Daily PnL
+$4.64
+0.0464%
★Best Day
+$19.75
Aug 16
◎Open Interest
KuCoin$418.6K
Gate.io$43.6K⚡Funding APR
+16.95%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
KuCoin$33.1KGate.io$5.5KLoading 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.