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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 ~101d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.68%
3d Period Avg+91.46%
swing±68.62%
LONG Bitget · now
+10.96%
3d avg:+10.96%
SHORT Crypto.com · nowUNIUSD-PERP
+26.64%
3d avg:+102.42%
Entry Spread Now
−0.002%
NeutralL ask 9.6870 · S bid 9.6868
24h range −0.47%…+0.63% · median +0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$357.47
−3.57%
$Avg Daily PnL
+$25.04
+0.2504%
★Best Day
+$44.51
Sep 25
◎Open Interest
⚡Funding APR
+91.40%
annualized · funding only
⚠Execution Cost
−$432.59
entry + exit fees
⏱Payback
17.3d
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 (−$432.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.