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updated 4:20:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.08%
3d Period Avg+109.26%
LONG KuCoin · nowIDOLUSDTM
+10.96%
3d avg:+10.91%
SHORT Gate.io · now
+21.04%
3d avg:+120.17%
Entry Spread Now
+0.000%
NeutralL 0.01694 · S 0.01694
24h range −0.10%…+0.40% · median +0.23%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$67.74
+0.68%
$Avg Daily PnL
+$22.44
+0.2244%
★Best Day
+$51.54
Aug 15
◎Open Interest
KuCoin$3.39M
Gate.io$812.5K⚡Funding APR
+81.89%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
23.5h
to break even
◧24h Volume
KuCoin$10.5KGate.io$55.4KLoading 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.