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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−46.18%
7d Period Avg−85.92%
swing±196.97%
LONG Bitget · now
+10.96%
7d avg:+9.48%
SHORT Crypto.com · nowCRVUSD-PERP
−35.23%
7d avg:−76.44%
Entry Spread Now
−0.087%
Eaten by executionL 0.3467 · S 0.3464−$8.65 if it converges
24h range −0.15%…+0.35% · median +0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$186.48
−1.86%
$Avg Daily PnL
−$23.50
−0.2350%
★Best Day
+$35.46
Sep 24
◎Open Interest
⚡Funding APR
−85.76%
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.