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updated 3:52:37 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+107.16%
3d Period Avg+0.25%
LONG KuCoin · nowMEUSDTM
−96.21%
3d avg:+10.71%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.064%
Eaten by executionL 0.06296 · S 0.06300+$6.35 if it converges
24h range −0.24%…+0.24% · median −0.06%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.26
−0.21%
$Avg Daily PnL
+$0.19
+0.0019%
★Best Day
+$0.64
Aug 16
◎Open Interest
KuCoin$400.0K
Gate.io$161.6K⚡Funding APR
+0.68%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.0mo
to break even
◧24h Volume
KuCoin$14.6KGate.io$39.7KLoading 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.