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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 ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.01%
3d Period Avg−7.41%
swing±41.54%
LONG Bitget · now
+0.00%
3d avg:+2.51%
SHORT Crypto.com · nowCRDOUSD-PERP
+5.01%
3d avg:−4.90%
Entry Spread Now
−0.081%
Eaten by executionL 210.4300 · S 210.2600−$8.08 if it converges
24h range −0.19%…+0.09% · median −0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$28.09
−0.28%
$Avg Daily PnL
−$2.03
−0.0203%
★Best Day
+$1.37
Sep 27
◎Open Interest
⚡Funding APR
−7.41%
annualized · funding only
⚠Execution Cost
−$22.00
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.