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updated 11:36:57 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.44%
3d Period Avg+32.14%
LONG Gate.io · now
−5.48%
3d avg:−22.73%
SHORT KuCoin · nowMORPHOUSDTM
+10.96%
3d avg:+9.41%
Entry Spread Now
+0.087%
Eaten by executionL 1.9615 · S 1.9632+$8.67 if it converges
24h range −0.55%…+0.82% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.26
+0.03%
$Avg Daily PnL
+$8.42
+0.0842%
★Best Day
+$9.76
Jul 16
◎Open Interest
⚡Funding APR
+30.73%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.6d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.