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updated 11:24:12 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.53%
1d Period Avg+33.53%
LONG Gate.io · now
−2472.89%
1d avg:−2472.89%
SHORT KuCoin · nowSTEEMUSDTM
−2439.36%
1d avg:−2439.36%
Entry Spread Now
+0.000%
NeutralL 0.05598 · S 0.05598
24h range −0.76%…+0.73% · median −0.20%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 0%, short 0% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$22.00
−0.22%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
—
◎Open Interest
Gate.io$289.2K
KuCoin$799.9K⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$1.33MKuCoin$1.79MLoading 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.