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updated 11:32:37 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+63.70%
1d Period Avg+71.21%
swing±30.72%
LONG Pionex · nowNATGAS_USDT_PERP
−1.02%
1d avg:+26.71%
SHORT Bitget · nowNATGASUSDT
+62.68%
1d avg:+97.92%
Entry Spread Now
−0.054%
Eaten by executionL 3.0406 · S 3.0390−$5.36 if it converges
24h range −0.25%…+0.02% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.50
−0.03%
$Avg Daily PnL
+$19.50
+0.1950%
★Best Day
+$19.50
Sep 18
◎Open Interest
Pionex$115.2K
Bitget$9.46M⚡Funding APR
+71.16%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Pionex$167.3KBitget$1.09MLoading 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.