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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+136.31%
3d Period Avg+6.64%
swing±18.81%
LONG Bitget · now
−125.35%
3d avg:+3.72%
SHORT TxFlow · now
+10.96%
3d avg:+10.36%
Entry Spread Now
−0.180%
Against youL 33.2900 · S 33.2300−$18.02 if it converges
24h range −0.27%…+0.24% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$15.49
−0.15%
$Avg Daily PnL
+$1.84
+0.0184%
★Best Day
+$3.96
Sep 29
◎Open Interest
⚡Funding APR
+6.70%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
11.4d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.