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updated 4:32:23 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+2.18%
LONG KuCoin · nowGRVTUSDTM
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+10.96%
3d avg:+13.14%
Entry Spread Now
−0.038%
Eaten by executionL 0.2903 · S 0.2902−$3.79 if it converges
24h range −0.99%…+0.54% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$20.21
−0.20%
$Avg Daily PnL
+$0.45
+0.0045%
★Best Day
+$1.21
Aug 16
◎Open Interest
KuCoin$463.2K
Gate.io$252.0K⚡Funding APR
+1.63%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
KuCoin$968.4KGate.io$226.0KLoading 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.