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updated 4:53:09 AMFunding Arbitrage Backtester
Size$
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+0.14%
LONG KuCoin · nowMITOUSDTM
+10.96%
3d avg:+10.82%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.039%
Eaten by executionL 0.02559 · S 0.02560+$3.91 if it converges
24h range −0.12%…+0.32% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.89
−0.22%
$Avg Daily PnL
+$0.03
+0.0003%
★Best Day
+$0.11
Aug 15
◎Open Interest
KuCoin$168.8K
Gate.io$140.8K⚡Funding APR
+0.10%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
26.7mo
to break even
◧24h Volume
KuCoin$4.3KGate.io$44.9KLoading 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.