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updated 3:53:23 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.71%
3d Period Avg+14.45%
LONG KuCoin · nowOPGUSDTM
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+23.67%
3d avg:+25.41%
Entry Spread Now
−0.092%
Eaten by executionL 0.09749 · S 0.09740−$9.23 if it converges
24h range −0.86%…+0.88% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$10.13
−0.10%
$Avg Daily PnL
+$2.97
+0.0297%
★Best Day
+$4.69
Aug 16
◎Open Interest
KuCoin$1.46M
Gate.io$297.3K⚡Funding APR
+10.83%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.4d
to break even
◧24h Volume
KuCoin$1.82MGate.io$264.2KLoading 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.