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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+170.78%
3d Period Avg+267.45%
swing±134.34%
LONG WEEX · now
−10.69%
3d avg:−4.00%
SHORT Crypto.com · nowAPLDUSD-PERP
+160.08%
3d avg:+263.45%
Entry Spread Now
−0.080%
Eaten by executionL 25.1500 · S 25.1300−$7.95 if it converges
24h range −0.49%…+0.40% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$116.84
+1.17%
$Avg Daily PnL
+$47.61
+0.4761%
★Best Day
+$69.08
Sep 30
◎Open Interest
⚡Funding APR
+173.79%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
13.2h
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.