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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
−2.19%
30d Period Avg−29.43%
swing±104.05%
LONG Crypto.com · nowAPEUSD-PERP
+13.58%
30d avg:+36.50%
SHORT Extended · now
+11.40%
30d avg:+7.07%
Entry Spread Now
+0.023%
Eaten by executionL 0.1495 · S 0.1495+$2.34 if it converges
24h range −0.59%…+0.46% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$256.74
−2.57%
$Avg Daily PnL
−$8.06
−0.0806%
★Best Day
+$17.96
Sep 13
◎Open Interest
⚡Funding APR
−29.41%
annualized · funding only
⚠Execution Cost
−$15.00
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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.