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updated 2:37:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+74.51%
30d Period Avg−3.47%
LONG KuCoin · nowCVCUSDTM
−3.73%
30d avg:−0.94%
SHORT Gate.io · now
+70.79%
30d avg:−4.41%
Entry Spread Now
+0.000%
NeutralL 0.01716 · S 0.01716
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
−$33.91
−0.34%
$Avg Daily PnL
−$0.38
−0.0038%
★Best Day
+$19.75
Aug 16
◎Open Interest
KuCoin$418.3K
Gate.io$43.5K⚡Funding APR
−1.40%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$33.1KGate.io$5.9KLoading 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.