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updated 3:55:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.92%
3d Period Avg−10.88%
LONG KuCoin · nowPROMPTUSDTM
−49.97%
3d avg:+21.61%
SHORT Gate.io · now
+10.96%
3d avg:+10.73%
Entry Spread Now
+0.361%
In your favorL 0.02219 · S 0.02227+$36.05 if it converges
24h range −0.39%…+0.18% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$30.94
−0.31%
$Avg Daily PnL
−$2.23
−0.0223%
★Best Day
+$0.94
Aug 14
◎Open Interest
KuCoin$74.7K
Gate.io$60.7K⚡Funding APR
−8.16%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$25.2KGate.io$70.6KLoading 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.