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updated 4:56:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~27d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.96%
3d Period Avg+37.84%
LONG KuCoin · nowSHAZUSDTM
+10.96%
3d avg:−25.70%
SHORT Gate.io · now
+13.92%
3d avg:+12.14%
Entry Spread Now
+0.144%
In your favorL 76.6100 · S 76.7200+$14.36 if it converges
24h range −0.29%…+0.24% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$9.08
+0.09%
$Avg Daily PnL
+$7.77
+0.0777%
★Best Day
+$23.00
Aug 14
◎Open Interest
KuCoin$64.9K
Gate.io$301.8K⚡Funding APR
+28.36%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
KuCoin$1.20MGate.io$108.3KLoading 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.