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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+100.62%
7d Period Avg−26.72%
swing±60.00%
LONG Bitget · now
+10.96%
7d avg:+6.65%
SHORT Crypto.com · nowLIGHTERUSD-PERP
+111.58%
7d avg:−20.07%
Entry Spread Now
−0.055%
Eaten by executionL 4.6750 · S 4.6725−$5.45 if it converges
24h range −0.36%…+0.77% · median −0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$105.16
−1.05%
$Avg Daily PnL
−$7.27
−0.0727%
★Best Day
+$1.48
Sep 27
◎Open Interest
⚡Funding APR
−26.53%
annualized · funding only
⚠Execution Cost
−$54.28
entry + exit fees
⏱Payback
never
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 (−$54.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.