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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 ~12d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.46%
3d Period Avg+43.85%
swing±24.67%
LONG Gate.io · now
+0.00%
3d avg:+22.23%
SHORT Crypto.com · nowTSLAUSD-PERP
+17.46%
3d avg:+66.08%
Entry Spread Now
−0.141%
Against youL ask 355.4400 · S bid 354.9400−$14.07 at entry
24h range −0.59%…+0.19% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.17
−0.21%
$Avg Daily PnL
+$12.27
+0.1227%
★Best Day
+$17.35
Sep 29
◎Open Interest
⚡Funding APR
+44.78%
annualized · funding only
⚠Execution Cost
−$57.98
entry + exit fees
⏱Payback
4.7d
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 + live L2 orderbook slippage on both legs (−$57.98 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.