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updated 4:47:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.40%
3d Period Avg+33.08%
LONG KuCoin · nowSPACEUSDTM
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+22.35%
3d avg:+44.04%
Entry Spread Now
+0.041%
Eaten by executionL 0.004899 · S 0.004901+$4.08 if it converges
24h range −0.10%…+0.22% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$5.17
+0.05%
$Avg Daily PnL
+$6.79
+0.0679%
★Best Day
+$11.70
Aug 15
◎Open Interest
KuCoin$3.81M
Gate.io$664.4K⚡Funding APR
+24.79%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
KuCoin$17.8KGate.io$13.6KLoading 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.