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updated 3:14:44 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+67.50%
3d Period Avg+16.33%
LONG KuCoin · nowSAPIENUSDTM
+10.96%
3d avg:+13.39%
SHORT Gate.io · now
+78.46%
3d avg:+29.72%
Entry Spread Now
+0.220%
In your favorL 0.07729 · S 0.07746+$22.00 if it converges
24h range +0.04%…+0.54% · median +0.24%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.59
−0.09%
$Avg Daily PnL
+$3.35
+0.0335%
★Best Day
+$6.95
Aug 16
◎Open Interest
KuCoin$1.25M
Gate.io$852.8K⚡Funding APR
+12.24%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
KuCoin$779.0KGate.io$26.3KLoading 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.