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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.58%
3d Period Avg+86.82%
swing±109.36%
LONG Bitget · now
−20.60%
3d avg:+0.00%
SHORT Crypto.com · nowCXMTUSD-PERP
+22.98%
3d avg:+86.82%
Entry Spread Now
+0.069%
Eaten by executionL 8.6340 · S 8.6400+$6.95 if it converges
24h range −0.35%…+0.43% · median +0.11%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$49.31
+0.49%
$Avg Daily PnL
+$23.77
+0.2377%
★Best Day
+$41.72
Sep 25
◎Open Interest
⚡Funding APR
+86.76%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
22.3h
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.