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updated —BRENT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.39%
3d Period Avg+113.53%
swing±166.58%
LONG Crypto.com · nowBZUSD-PERP
−69.39%
3d avg:+2.02%
SHORT Bullet · nowBRENTOIL-USD
+0.00%
3d avg:+115.55%
Entry Spread Now
+0.106%
Eaten by executionL 110.0430 · S 110.1600+$10.63 if it converges
24h range −0.28%…+0.18% · median −0.20%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$50.89
+0.51%
$Avg Daily PnL
+$26.13
+0.2613%
★Best Day
+$31.83
Oct 31
◎Open Interest
⚡Funding APR
+95.36%
annualized · funding only
⚠Execution Cost
−$27.49
entry + exit fees
⏱Payback
1.1d
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 (−$27.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.