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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+134.52%
7d Period Avg+75.34%
swing±108.12%
LONG Bitget · now
+10.96%
7d avg:+10.96%
SHORT Crypto.com · nowGRASSUSD-PERP
+145.48%
7d avg:+86.30%
Entry Spread Now
−0.114%
Against youL 0.6768 · S 0.6760−$11.38 if it converges
24h range −0.70%…+1.59% · median +0.04%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$122.03
+1.22%
$Avg Daily PnL
+$20.58
+0.2058%
★Best Day
+$35.07
Sep 23
◎Open Interest
⚡Funding APR
+75.10%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.1d
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.