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updated 1:26:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+5.74%
LONG Gate.io · now
+10.96%
3d avg:+5.22%
SHORT KuCoin · nowSKYUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.168%
Against youL 0.05946 · S 0.05936−$16.82 if it converges
24h range −0.48%…+0.64% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.55
−0.18%
$Avg Daily PnL
+$1.11
+0.0111%
★Best Day
+$2.37
Jul 16
◎Open Interest
⚡Funding APR
+4.06%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
19.8d
to break even
◧24h Volume
Loading 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.