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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 ~4.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.68%
30d Period Avg+30.64%
swing±40.44%
LONG Gate.io · now
+0.00%
30d avg:+0.48%
SHORT Crypto.com · nowAMZNUSD-PERP
+45.68%
30d avg:+31.12%
Entry Spread Now
−0.166%
Against youL ask 247.5100 · S bid 247.1000−$16.56 at entry
24h range −0.29%…+0.23% · median −0.15%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$199.66
+2.00%
$Avg Daily PnL
+$8.39
+0.0839%
★Best Day
+$22.16
Sep 4
◎Open Interest
⚡Funding APR
+30.62%
annualized · funding only
⚠Execution Cost
−$52.03
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$52.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.