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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 ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+63.89%
3d Period Avg+68.98%
swing±34.60%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT Crypto.com · nowBMNRUSD-PERP
+63.89%
3d avg:+68.98%
Entry Spread Now
−0.073%
Eaten by executionL 27.4000 · S 27.3800−$7.30 if it converges
24h range −0.56%…+0.86% · median −0.07%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$31.48
+0.31%
$Avg Daily PnL
+$18.83
+0.1883%
★Best Day
+$18.70
Oct 1
◎Open Interest
⚡Funding APR
+68.72%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.3d
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 + fees only (orderbook snapshot stale) on both legs (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.