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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+139.33%
3d Period Avg+113.72%
swing±50.27%
LONG Gate.io · now
+10.96%
3d avg:+8.28%
SHORT Crypto.com · nowLAYERUSD-PERP
+150.28%
3d avg:+122.00%
Entry Spread Now
−0.215%
Against youL 0.07895 · S 0.07878−$21.53 if it converges
24h range −0.25%…+0.38% · median +0.08%
Long pays every4hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$68.22
+0.68%
$Avg Daily PnL
+$31.07
+0.3107%
★Best Day
+$41.19
Sep 30
◎Open Interest
⚡Funding APR
+113.42%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
19.2h
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.