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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.60%
3d Period Avg+5.83%
swing±23.95%
LONG Crypto.com · nowAPEUSD-PERP
+13.58%
3d avg:+6.55%
SHORT BloFin · now
+9.98%
3d avg:+12.38%
Entry Spread Now
−0.271%
Against youL 0.1478 · S 0.1474−$27.06 if it converges
24h range −0.47%…+0.39% · median +0.00%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.68
−0.15%
$Avg Daily PnL
+$2.44
+0.0244%
★Best Day
+$3.01
Sep 28
◎Open Interest
⚡Funding APR
+8.91%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
9.0d
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.