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updated 3:55:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.67%
3d Period Avg+5.16%
LONG KuCoin · nowZKPUSDTM
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+34.63%
3d avg:+16.12%
Entry Spread Now
+0.223%
In your favorL 0.04040 · S 0.04049+$22.28 if it converges
24h range −0.07%…+0.40% · median +0.20%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.76
−0.18%
$Avg Daily PnL
+$1.06
+0.0106%
★Best Day
+$1.95
Aug 14
◎Open Interest
KuCoin$761.3K
Gate.io$238.8K⚡Funding APR
+3.87%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
20.8d
to break even
◧24h Volume
KuCoin$271.3KGate.io$34.5KLoading 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.