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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 ~32d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.81%
3d Period Avg+2.41%
swing±10.67%
LONG Bitget · now
+2.19%
3d avg:+7.52%
SHORT Crypto.com · nowXAUUSD-PERP
+5.01%
3d avg:+9.93%
Entry Spread Now
−0.112%
Against youL ask 4,267.12 · S bid 4,262.36−$11.16 at entry
24h range −0.12%…+0.01% · median −0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.62
−0.23%
$Avg Daily PnL
+$0.66
+0.0066%
★Best Day
+$1.98
Sep 26
◎Open Interest
⚡Funding APR
+2.40%
annualized · funding only
⚠Execution Cost
−$24.59
entry + exit fees
⏱Payback
1.2mo
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 (−$24.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.