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updated —Funding Arbitrage Backtester
Size per leg$
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
+140.37%
3d Period Avg+91.35%
swing±73.73%
LONG KuCoin · nowFOLKSUSDTM
+135.22%
3d avg:+89.05%
SHORT Gate.io · now
+275.58%
3d avg:+180.40%
Entry Spread Now
−0.238%
Against youL 2.5230 · S 2.5170−$23.78 if it converges
24h range −0.67%…+1.68% · median −0.08%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$62.53
+0.63%
$Avg Daily PnL
+$29.84
+0.2984%
★Best Day
+$39.92
Sep 27
◎Open Interest
⚡Funding APR
+108.93%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
21.6h
to break even
◧24h Volume
Loading 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.