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updated 4:50:13 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+4.46%
LONG KuCoin · nowOGNUSDTM
+10.96%
3d avg:+6.20%
SHORT Gate.io · now
+10.96%
3d avg:+10.66%
Entry Spread Now
+0.061%
Eaten by executionL 0.01651 · S 0.01652+$6.06 if it converges
24h range −0.30%…+0.25% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.84
−0.20%
$Avg Daily PnL
+$0.54
+0.0054%
★Best Day
+$2.39
Aug 17
◎Open Interest
KuCoin$769.9K
Gate.io$22.2K⚡Funding APR
+1.97%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.4mo
to break even
◧24h Volume
KuCoin$7.5KGate.io$2.6KLoading 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.