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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 ~134d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.60%
30d Period Avg−28.97%
swing±106.40%
LONG Crypto.com · nowAPEUSD-PERP
+13.58%
30d avg:+39.95%
SHORT BloFin · now
+14.18%
30d avg:+10.98%
Entry Spread Now
−0.067%
Eaten by executionL 0.1492 · S 0.1491−$6.70 if it converges
24h range −0.47%…+0.40% · median +0.00%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$231.60
−2.32%
$Avg Daily PnL
−$6.99
−0.0699%
★Best Day
+$17.60
Sep 13
◎Open Interest
⚡Funding APR
−25.50%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
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.