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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 ~3.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.98%
7d Period Avg+102.17%
swing±192.28%
LONG Bitget · now
+0.00%
7d avg:−23.17%
SHORT Crypto.com · nowCXMTUSD-PERP
+22.98%
7d avg:+79.00%
Entry Spread Now
+0.046%
Eaten by executionL 8.7260 · S 8.7300+$4.58 if it converges
24h range −0.18%…+0.38% · median +0.13%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$182.85
+1.83%
$Avg Daily PnL
+$29.26
+0.2926%
★Best Day
+$67.87
Sep 22
◎Open Interest
⚡Funding APR
+106.81%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
18.0h
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.