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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.82%
3d Period Avg+80.07%
swing±51.68%
LONG Crypto.com · nowAKTUSD-PERP
−8.57%
3d avg:−42.81%
SHORT BloFin · now
+37.26%
3d avg:+37.26%
Entry Spread Now
+0.171%
In your favorL 0.6432 · S 0.6443+$17.10 if it converges
24h range −0.55%…+0.82% · median +0.18%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$42.26
+0.42%
$Avg Daily PnL
+$21.42
+0.2142%
★Best Day
+$23.59
Sep 29
◎Open Interest
⚡Funding APR
+78.18%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.0d
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.