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updated 5:01:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.26%
3d Period Avg−9.17%
LONG KuCoin · nowDRIFTUSDTM
+10.96%
3d avg:+27.53%
SHORT Gate.io · now
+32.22%
3d avg:+18.36%
Entry Spread Now
+0.084%
Eaten by executionL 0.01193 · S 0.01194+$8.38 if it converges
24h range −0.65%…+0.68% · median −0.17%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$29.53
−0.30%
$Avg Daily PnL
−$1.88
−0.0188%
★Best Day
+$2.68
Aug 17
◎Open Interest
KuCoin$682.4K
Gate.io$61.6K⚡Funding APR
−6.87%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$78.2KGate.io$55.2KLoading 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.