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updated 4:59:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.94%
3d Period Avg+28.32%
LONG KuCoin · nowLYNUSDTM
+10.96%
3d avg:+14.54%
SHORT Gate.io · now
+62.90%
3d avg:+42.86%
Entry Spread Now
+0.000%
NeutralL 0.03611 · S 0.03611
24h range −0.28%…+0.47% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1.26
+0.01%
$Avg Daily PnL
+$5.82
+0.0582%
★Best Day
+$12.22
Aug 14
◎Open Interest
KuCoin$1.49M
Gate.io$196.0K⚡Funding APR
+21.22%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
KuCoin$5.9KGate.io$40.0KLoading 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.