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updated 4:38:24 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
+51.94%
3d Period Avg+10.74%
LONG KuCoin · nowSENTUSDTM
−40.98%
3d avg:−21.60%
SHORT Gate.io · now
+10.96%
3d avg:−10.86%
Entry Spread Now
−0.078%
Eaten by executionL 0.01284 · S 0.01283−$7.79 if it converges
24h range −0.23%…+0.16% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.18
−0.13%
$Avg Daily PnL
+$2.21
+0.0221%
★Best Day
+$4.15
Aug 15
◎Open Interest
KuCoin$1.27M
Gate.io$185.9K⚡Funding APR
+8.05%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.0d
to break even
◧24h Volume
KuCoin$28.1KGate.io$22.4KLoading 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.