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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+88.93%
3d Period Avg+16.81%
swing±31.43%
LONG Bitget · now
+10.96%
3d avg:+10.96%
SHORT Crypto.com · nowZROUSD-PERP
+99.89%
3d avg:+27.77%
Entry Spread Now
−0.006%
NeutralL 1.6393 · S 1.6392
24h range −0.44%…+1.35% · median +0.12%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.19
−0.08%
$Avg Daily PnL
+$4.60
+0.0460%
★Best Day
+$7.76
Sep 26
◎Open Interest
⚡Funding APR
+16.80%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.8d
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.