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updated 4:00:35 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
+0.00%
3d Period Avg+12.12%
LONG KuCoin · nowPROSUSDTM
+10.96%
3d avg:−18.72%
SHORT Gate.io · now
+10.96%
3d avg:−6.60%
Entry Spread Now
+0.136%
In your favorL 0.3679 · S 0.3684+$13.59 if it converges
24h range −0.27%…+0.49% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.60
−0.13%
$Avg Daily PnL
+$2.35
+0.0235%
★Best Day
+$9.80
Aug 15
◎Open Interest
KuCoin$2.24M
Gate.io$142.8K⚡Funding APR
+8.58%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
9.4d
to break even
◧24h Volume
KuCoin$575.0KGate.io$12.8KLoading 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.