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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+146.83%
3d Period Avg+23.87%
swing±75.00%
LONG Gate.io · now
+110.23%
3d avg:+57.73%
SHORT KuCoin · nowUSUSDTM
+257.06%
3d avg:+81.60%
Entry Spread Now
+0.102%
Eaten by executionL 0.02642 · S 0.02644+$10.22 if it converges
24h range −4.61%…+9.01% · median +0.23%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$102.17
−1.02%
$Avg Daily PnL
+$6.53
+0.0653%
★Best Day
+$9.16
Sep 30
◎Open Interest
Gate.io$2.45M
KuCoin$4.21M⚡Funding APR
+23.85%
annualized · funding only
⚠Execution Cost
−$121.77
entry + exit fees
⏱Payback
18.6d
to break even
◧24h Volume
Gate.io$11.17MKuCoin$8.93MLoading 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 (−$121.77 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.