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updated 2:39:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+159.10%
30d Period Avg−0.73%
LONG Gate.io · now
−168.96%
30d avg:−6.97%
SHORT KuCoin · nowRAREUSDTM
−9.86%
30d avg:−7.70%
Entry Spread Now
+0.396%
In your favorL 0.01264 · S 0.01269+$39.56 if it converges
24h range −0.54%…+2.83% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.80
−0.19%
$Avg Daily PnL
+$0.10
+0.0010%
★Best Day
+$25.69
Aug 13
◎Open Interest
Gate.io$85.6K
KuCoin$724.8K⚡Funding APR
+0.38%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.1mo
to break even
◧24h Volume
Gate.io$253.3KKuCoin$366.0KLoading 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.