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updated 3:56:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.77%
3d Period Avg+44.34%
LONG KuCoin · nowZBTUSDTM
−18.63%
3d avg:−69.37%
SHORT Gate.io · now
−9.86%
3d avg:−25.03%
Entry Spread Now
−0.075%
Eaten by executionL 0.07987 · S 0.07981−$7.51 if it converges
24h range −0.94%…+0.38% · median +0.04%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$9.39
+0.09%
$Avg Daily PnL
+$7.85
+0.0785%
★Best Day
+$14.45
Aug 15
◎Open Interest
KuCoin$3.29M
Gate.io$714.1K⚡Funding APR
+28.64%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
KuCoin$2.21MGate.io$709.7KLoading 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.