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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+114.83%
30d Period Avg+87.92%
swing±75.57%
LONG Crypto.com · nowAKTUSD-PERP
−77.57%
30d avg:−69.95%
SHORT BloFin · now
+37.26%
30d avg:+17.97%
Entry Spread Now
+0.231%
In your favorL 0.6480 · S 0.6495+$23.15 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
+$698.76
+6.99%
$Avg Daily PnL
+$24.03
+0.2403%
★Best Day
+$58.67
Sep 24
◎Open Interest
⚡Funding APR
+87.69%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
22.1h
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.