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updated 3:21:45 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+21.36%
LONG KuCoin · nowHYUNDAIUSDTM
+10.96%
3d avg:−11.81%
SHORT Gate.io · now
+10.96%
3d avg:+9.55%
Entry Spread Now
−0.034%
Eaten by executionL 321.3100 · S 321.2000−$3.42 if it converges
24h range −0.27%…+0.14% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$4.46
−0.04%
$Avg Daily PnL
+$4.39
+0.0439%
★Best Day
+$17.54
Aug 14
◎Open Interest
KuCoin$381.8K
Gate.io$494.9K⚡Funding APR
+16.01%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.0d
to break even
◧24h Volume
KuCoin$780.3KGate.io$231.3KLoading 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.