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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 ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+65.18%
3d Period Avg+25.58%
swing±27.98%
LONG Gate.io · now
+0.00%
3d avg:+11.44%
SHORT NADO · nowCRCL-PERP
+65.18%
3d avg:+37.02%
Entry Spread Now
−0.098%
Eaten by executionL 92.9200 · S 92.8289−$9.80 if it converges
24h range −0.49%…+0.72% · median −0.07%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0.010%/taker0.035%
Loading Funding History…
↗Total PnL
−$10.25
−0.10%
$Avg Daily PnL
+$5.30
+0.0530%
★Best Day
+$11.19
Sep 22
◎Open Interest
⚡Funding APR
+19.35%
annualized · funding only
⚠Execution Cost
−$31.45
entry + exit fees
⏱Payback
5.9d
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 (−$31.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.