← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.63%
3d Period Avg+30.33%
swing±27.47%
LONG Gate.io · now
+10.96%
3d avg:+13.63%
SHORT KuCoin · nowEVAAUSDTM
+29.59%
3d avg:+43.96%
Entry Spread Now
+0.081%
Eaten by executionL 0.7373 · S 0.7379+$8.14 if it converges
24h range −1.18%…+1.05% · median −0.01%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.04
+0.01%
$Avg Daily PnL
+$9.35
+0.0935%
★Best Day
+$13.42
Sep 26
◎Open Interest
Gate.io$1.54M
KuCoin$1.45M⚡Funding APR
+34.12%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Gate.io$705.5KKuCoin$851.2KLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.