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updated 8:33:15 PMFunding 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+0.44%
LONG Gate.io · now
+10.96%
3d avg:+10.52%
SHORT KuCoin · nowSSVUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.093%
Eaten by executionL 2.1400 · S 2.1420+$9.35 if it converges
24h range −0.14%…+0.43% · median +0.19%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.68
−0.22%
$Avg Daily PnL
+$0.11
+0.0011%
★Best Day
+$0.32
Aug 17
◎Open Interest
Gate.io$197.9K
KuCoin$352.9K⚡Funding APR
+0.39%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.9mo
to break even
◧24h Volume
Gate.io$15.6KKuCoin$38.3KLoading 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.