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updated 3:18:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.60%
3d Period Avg+28.18%
LONG KuCoin · nowREZUSDTM
+10.96%
3d avg:−3.74%
SHORT Gate.io · now
+63.55%
3d avg:+24.44%
Entry Spread Now
+0.296%
In your favorL 0.002701 · S 0.002709+$29.62 if it converges
24h range −0.15%…+0.41% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1.14
+0.01%
$Avg Daily PnL
+$5.79
+0.0579%
★Best Day
+$9.34
Aug 15
◎Open Interest
KuCoin$485.5K
Gate.io$113.8K⚡Funding APR
+21.12%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
KuCoin$5.9KGate.io$21.6KLoading 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.