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updated 3:56:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+4.70%
LONG KuCoin · nowSOPHUSDTM
+10.96%
3d avg:+10.86%
SHORT Gate.io · now
+10.96%
3d avg:+15.56%
Entry Spread Now
−0.055%
Eaten by executionL 0.003651 · S 0.003649−$5.48 if it converges
24h range −0.10%…+0.43% · median +0.23%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$18.18
−0.18%
$Avg Daily PnL
+$0.96
+0.0096%
★Best Day
+$3.28
Aug 14
◎Open Interest
KuCoin$282.0K
Gate.io$244.4K⚡Funding APR
+3.49%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
23.0d
to break even
◧24h Volume
KuCoin$133.0KGate.io$215.8KLoading 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.