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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 ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.01%
3d Period Avg+35.74%
swing±68.69%
LONG Bitget · now
+0.00%
3d avg:+0.00%
SHORT Crypto.com · nowIRENUSD-PERP
+5.01%
3d avg:+35.74%
Entry Spread Now
−0.081%
Eaten by executionL 44.2460 · S 44.2100−$8.14 if it converges
24h range −0.44%…+0.21% · median −0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$7.36
+0.07%
$Avg Daily PnL
+$9.79
+0.0979%
★Best Day
+$20.48
Sep 25
◎Open Interest
⚡Funding APR
+35.72%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.3d
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.