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updated 4:31:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.40%
3d Period Avg+27.64%
LONG Gate.io · now
+10.96%
3d avg:−17.81%
SHORT KuCoin · nowPOPMARTUSDTM
+61.36%
3d avg:+9.83%
Entry Spread Now
−0.102%
Eaten by executionL 19.5800 · S 19.5600−$10.21 if it converges
24h range −0.78%…−0.01% · median −0.53%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.18
+0.01%
$Avg Daily PnL
+$5.80
+0.0580%
★Best Day
+$9.00
Aug 15
◎Open Interest
Gate.io$479.3K
KuCoin$19.3K⚡Funding APR
+21.15%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
Gate.io$20.9KKuCoin$940.1KLoading 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.