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updated 3:21:49 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+0.85%
LONG KuCoin · nowDKNGUSDTM
+10.96%
3d avg:+10.11%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.031%
Eaten by executionL 26.1800 · S 26.1880+$3.06 if it converges
24h range −0.44%…−0.02% · median −0.27%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.30
−0.21%
$Avg Daily PnL
+$0.18
+0.0017%
★Best Day
+$0.70
Aug 14
◎Open Interest
KuCoin$190.0K
Gate.io$250.1K⚡Funding APR
+0.64%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.2mo
to break even
◧24h Volume
KuCoin$393.7KGate.io$682Loading 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.