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updated 3:56:14 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.79%
3d Period Avg+68.60%
LONG KuCoin · nowRVNUSDTM
−27.83%
3d avg:−82.69%
SHORT Gate.io · now
+10.96%
3d avg:−14.09%
Entry Spread Now
−0.070%
Eaten by executionL 0.002859 · S 0.002857−$7.00 if it converges
24h range −1.10%…+0.07% · median −0.29%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$32.16
+0.32%
$Avg Daily PnL
+$13.54
+0.1354%
★Best Day
+$19.76
Aug 14
◎Open Interest
KuCoin$2.80M
Gate.io$418.5K⚡Funding APR
+49.42%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
KuCoin$187.5KGate.io$57.9KLoading 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.