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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−105.23%
3d Period Avg+15.68%
swing±51.84%
LONG Bitget · nowNATGASUSDT
+110.23%
3d avg:+28.77%
SHORT Crypto.com · nowNATGASUSD-PERP
+5.01%
3d avg:+44.45%
Entry Spread Now
−0.202%
Eaten by executionL 3.1200 · S 3.1137−$20.19 if it converges
24h range −2.30%…+0.44% · median +0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$41.23
−0.41%
$Avg Daily PnL
+$4.29
+0.0429%
★Best Day
+$14.70
Sep 25
◎Open Interest
⚡Funding APR
+15.67%
annualized · funding only
⚠Execution Cost
−$54.11
entry + exit fees
⏱Payback
12.6d
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 (−$54.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.