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updated 4:33:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−82.84%
3d Period Avg−32.63%
LONG KuCoin · nowLIGHTUSDTM
+93.80%
3d avg:+43.59%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.037%
Eaten by executionL 0.1868 · S 0.1869+$3.75 if it converges
24h range −0.49%…+1.17% · median +0.13%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$238.75
−2.39%
$Avg Daily PnL
−$5.47
−0.0547%
★Best Day
+$0.00
Aug 14
◎Open Interest
KuCoin$5.01M
Gate.io$2.11M⚡Funding APR
−19.96%
annualized · funding only
⚠Execution Cost
−$216.88
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$1.08MGate.io$604.7KLoading 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 (−$216.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.