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updated 4:34:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.89%
3d Period Avg+97.02%
LONG KuCoin · nowGUAUSDTM
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+50.84%
3d avg:+107.98%
Entry Spread Now
+1.452%
In your favorL 0.04202 · S 0.04263+$145.17 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
+$57.69
+0.58%
$Avg Daily PnL
+$19.92
+0.1992%
★Best Day
+$31.96
Aug 16
◎Open Interest
KuCoin$326.5K
Gate.io$722.4K⚡Funding APR
+72.72%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
KuCoin$54.6KGate.io$144.9KLoading 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.