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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+221.42%
30d Period Avg+98.00%
swing±96.32%
LONG Binance Futures · now
+10.96%
30d avg:+10.96%
SHORT Crypto.com · nowACTUSD-PERP
+232.38%
30d avg:+108.96%
Entry Spread Now
−0.013%
NeutralL 0.01092 · S 0.01092
24h range −0.51%…+0.23% · median +0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$784.47
+7.84%
$Avg Daily PnL
+$26.82
+0.2682%
★Best Day
+$57.90
Sep 27
◎Open Interest
⚡Funding APR
+97.88%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
18.0h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.