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updated 8:33:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.20%
3d Period Avg+11.56%
LONG Gate.io · now
−22.24%
3d avg:−1.73%
SHORT KuCoin · nowJASMYUSDTM
+10.96%
3d avg:+9.83%
Entry Spread Now
+0.239%
In your favorL 0.003758 · S 0.003767+$23.95 if it converges
24h range −0.05%…+0.35% · median +0.21%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.56
−0.14%
$Avg Daily PnL
+$2.81
+0.0281%
★Best Day
+$3.29
Aug 15
◎Open Interest
Gate.io$234.9K
KuCoin$3.48M⚡Funding APR
+10.27%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
Gate.io$229.4KKuCoin$875.7KLoading 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.