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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 ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.01%
7d Period Avg+97.90%
swing±66.94%
LONG Bitget · now
+0.00%
7d avg:+0.00%
SHORT Crypto.com · nowVSTUSD-PERP
+5.01%
7d avg:+97.90%
Entry Spread Now
−0.007%
NeutralL 139.4400 · S 139.4300
24h range −0.28%…+0.17% · median +0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$163.50
+1.64%
$Avg Daily PnL
+$26.50
+0.2650%
★Best Day
+$43.61
Sep 25
◎Open Interest
⚡Funding APR
+96.73%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
19.9h
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.