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updated 2:40:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.87%
30d Period Avg+24.40%
LONG Gate.io · now
−21.91%
30d avg:+9.00%
SHORT KuCoin · nowPOPMARTUSDTM
+10.96%
30d avg:+33.40%
Entry Spread Now
+0.096%
Eaten by executionL 19.7210 · S 19.7400+$9.63 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%
Limited funding history — chart clipped to available data
- KuCoin (Short): data starts Jul 23, 2026 (25d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$132.97
+1.33%
$Avg Daily PnL
+$5.00
+0.0500%
★Best Day
+$35.57
Jul 29
◎Open Interest
Gate.io$475.2K
KuCoin$19.1K⚡Funding APR
+18.25%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Gate.io$16.2KKuCoin$869.5KLoading 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.