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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 ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.06%
3d Period Avg+3.33%
swing±38.56%
LONG Crypto.com · nowAMDUSD-PERP
+0.47%
3d avg:+8.99%
SHORT Arcus · now
+19.53%
3d avg:+12.32%
Entry Spread Now
+0.086%
In your favorL 616.9800 · S 617.5100+$8.59 if it converges
24h range −0.36%…+0.28% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
−$11.80
−0.12%
$Avg Daily PnL
+$0.90
+0.0090%
★Best Day
+$3.05
Oct 1
◎Open Interest
⚡Funding APR
+3.28%
annualized · funding only
⚠Execution Cost
−$14.50
entry + exit fees
⏱Payback
16.1d
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 (−$14.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.