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updated 4:42:46 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
−58.95%
3d Period Avg+20.18%
LONG KuCoin · nowPTBUSDTM
+115.49%
3d avg:+37.66%
SHORT Gate.io · now
+56.54%
3d avg:+57.84%
Entry Spread Now
+0.449%
In your favorL 0.0009126 · S 0.0009167+$44.93 if it converges
24h range −0.38%…+0.63% · median +0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$5.42
−0.05%
$Avg Daily PnL
+$4.14
+0.0414%
★Best Day
+$7.71
Aug 16
◎Open Interest
KuCoin$1.84M
Gate.io$1.06M⚡Funding APR
+15.13%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
KuCoin$1.57MGate.io$351.4KLoading 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.