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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+133.33%
3d Period Avg+8.91%
swing±253.85%
LONG Crypto.com · nowBXUSD-PERP
−53.78%
3d avg:+0.73%
SHORT grvt · nowBX_USDT_Perp
+79.55%
3d avg:+9.64%
Entry Spread Now
+0.160%
In your favorL 112.7800 · S 112.9600+$15.96 if it converges
24h range −0.04%…+0.41% · median +0.15%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.16
−0.26%
$Avg Daily PnL
−$2.05
−0.0205%
★Best Day
+$21.83
Sep 29
◎Open Interest
⚡Funding APR
−7.49%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.