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updated 4:54:10 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.39%
3d Period Avg−4.09%
LONG KuCoin · nowOGUSDTM
+10.96%
3d avg:+2.79%
SHORT Gate.io · now
+38.35%
3d avg:−1.30%
Entry Spread Now
+0.307%
In your favorL 2.5093 · S 2.5170+$30.69 if it converges
24h range −0.15%…+0.57% · median +0.20%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$25.36
−0.25%
$Avg Daily PnL
−$0.84
−0.0084%
★Best Day
+$3.21
Aug 15
◎Open Interest
KuCoin$291.9K
Gate.io$106.8K⚡Funding APR
−3.07%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$1.5KGate.io$12.9KLoading 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.