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updated —Funding Arbitrage Backtester
Size per leg$
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+18.37%
swing±32.33%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT KuCoin · nowLUNRUSDTM
+0.00%
3d avg:+18.37%
Entry Spread Now
+0.137%
In your favorL 14.5700 · S 14.5900+$13.73 if it converges
24h range −0.48%…+0.79% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.91
−0.12%
$Avg Daily PnL
+$5.03
+0.0503%
★Best Day
+$9.17
Oct 1
◎Open Interest
⚡Funding APR
+18.36%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
Loading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.