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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 ~3.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.58%
7d Period Avg−31.95%
swing±27.24%
LONG Bitget · now
+10.96%
7d avg:+10.77%
SHORT Crypto.com · nowPOLUSD-PERP
+32.54%
7d avg:−21.18%
Entry Spread Now
+0.030%
Eaten by executionL 0.1226 · S 0.1227+$3.02 if it converges
24h range −0.43%…+0.39% · median +0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$83.11
−0.83%
$Avg Daily PnL
−$8.73
−0.0873%
★Best Day
−$0.36
Sep 20
◎Open Interest
⚡Funding APR
−31.86%
annualized · funding only
⚠Execution Cost
−$22.00
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.