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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+95.52%
30d Period Avg+33.52%
swing±36.38%
LONG Gate.io · now
+0.00%
30d avg:+0.00%
SHORT Crypto.com · nowBMNRUSD-PERP
+95.52%
30d avg:+33.52%
Entry Spread Now
−0.074%
Eaten by executionL 27.0400 · S 27.0200−$7.40 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
+$251.63
+2.52%
$Avg Daily PnL
+$9.22
+0.0922%
★Best Day
+$21.78
Sep 29
◎Open Interest
⚡Funding APR
+33.66%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
2.7d
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.