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updated 4:25:35 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+93.14%
3d Period Avg+18.53%
LONG KuCoin · nowSAPIENUSDTM
+10.96%
3d avg:+13.39%
SHORT Gate.io · now
+104.10%
3d avg:+31.92%
Entry Spread Now
+0.271%
In your favorL 0.07751 · S 0.07772+$27.09 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
−$6.78
−0.07%
$Avg Daily PnL
+$3.81
+0.0381%
★Best Day
+$6.95
Aug 16
◎Open Interest
KuCoin$1.25M
Gate.io$855.4K⚡Funding APR
+13.89%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
KuCoin$780.9KGate.io$23.5KLoading 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.