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updated 3:56:24 AMFunding Arbitrage Backtester
Size$
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
+119.44%
3d Period Avg+95.84%
LONG KuCoin · nowGUAUSDTM
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+130.39%
3d avg:+106.80%
Entry Spread Now
+1.535%
In your favorL 0.04169 · S 0.04233+$153.51 if it converges
24h range +1.07%…+1.83% · median +1.45%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$56.72
+0.57%
$Avg Daily PnL
+$19.68
+0.1968%
★Best Day
+$31.96
Aug 16
◎Open Interest
KuCoin$325.2K
Gate.io$718.3K⚡Funding APR
+71.83%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
KuCoin$54.5KGate.io$152.2KLoading 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.