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updated 8:02:10 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.45%
3d Period Avg+11.41%
LONG Gate.io · now
+10.96%
3d avg:+29.67%
SHORT KuCoin · nowTRIAUSDTM
+18.41%
3d avg:+41.08%
Entry Spread Now
+0.472%
In your favorL 0.008260 · S 0.008299+$47.22 if it converges
24h range +0.04%…+0.61% · median +0.41%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.31
−0.18%
$Avg Daily PnL
+$1.23
+0.0123%
★Best Day
+$9.53
Aug 17
◎Open Interest
Gate.io$549.8K
KuCoin$2.35M⚡Funding APR
+4.49%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
17.9d
to break even
◧24h Volume
Gate.io$38.9KKuCoin$21.2KLoading 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.