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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+101.47%
3d Period Avg+41.47%
swing±48.52%
LONG Bitget · now
+104.53%
3d avg:+71.08%
SHORT BingX · now
+206.00%
3d avg:+112.55%
Entry Spread Now
+0.016%
NeutralL 2.5256 · S 2.5260
24h range −0.44%…+1.00% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$12.06
+0.12%
$Avg Daily PnL
+$11.35
+0.1135%
★Best Day
+$12.37
Sep 25
◎Open Interest
⚡Funding APR
+41.44%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.9d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.