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updated 4:53:22 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
−91.39%
3d Period Avg+61.01%
LONG KuCoin · nowPROMUSDTM
−34.19%
3d avg:−125.90%
SHORT Gate.io · now
−125.57%
3d avg:−64.89%
Entry Spread Now
+0.151%
In your favorL 2.0569 · S 2.0600+$15.07 if it converges
24h range −0.93%…+0.26% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$12.13
+0.12%
$Avg Daily PnL
+$8.53
+0.0853%
★Best Day
+$19.30
Aug 14
◎Open Interest
KuCoin$1.16M
Gate.io$418.2K⚡Funding APR
+31.14%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
KuCoin$181.7KGate.io$1.54MLoading 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.