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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 ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.96%
3d Period Avg+35.92%
swing±31.33%
LONG CoinW · now
+10.96%
3d avg:+10.96%
SHORT Crypto.com · nowALGOUSD-PERP
+62.92%
3d avg:+46.88%
Entry Spread Now
+0.000%
NeutralL ask 0.1355 · S bid 0.1355
24h range −1.64%…+1.01% · median +0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$4.97
−0.05%
$Avg Daily PnL
+$9.50
+0.0950%
★Best Day
+$9.88
Sep 27
◎Open Interest
⚡Funding APR
+34.68%
annualized · funding only
⚠Execution Cost
−$33.48
entry + exit fees
⏱Payback
3.5d
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 (−$33.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.