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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 ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+115.89%
30d Period Avg+49.16%
swing±101.43%
LONG Bitunix · now
−7.67%
30d avg:+3.71%
SHORT Crypto.com · nowALABUSD-PERP
+108.21%
30d avg:+52.87%
Entry Spread Now
−0.192%
Against youL 364.0000 · S 363.3000−$19.23 if it converges
24h range −0.69%…+0.38% · median −0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$378.63
+3.79%
$Avg Daily PnL
+$13.71
+0.1371%
★Best Day
+$41.46
Sep 15
◎Open Interest
⚡Funding APR
+50.05%
annualized · funding only
⚠Execution Cost
−$32.71
entry + exit fees
⏱Payback
2.4d
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 (−$32.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.