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updated 3:56:39 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−1.03%
LONG KuCoin · nowTRUTHUSDTM
+10.96%
3d avg:+105.33%
SHORT Gate.io · now
+10.96%
3d avg:+104.30%
Entry Spread Now
+0.102%
Eaten by executionL 0.01271 · S 0.01272+$10.23 if it converges
24h range −0.22%…+0.17% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.84
−0.23%
$Avg Daily PnL
−$0.21
−0.0021%
★Best Day
+$9.07
Aug 15
◎Open Interest
KuCoin$1.69M
Gate.io$377.5K⚡Funding APR
−0.77%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$33.5KGate.io$44.9KLoading 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.