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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+151.03%
30d Period Avg−23.70%
swing±126.73%
LONG Crypto.com · nowAPPUSD-PERP
−140.07%
30d avg:+27.86%
SHORT Hotcoin · now
+10.96%
30d avg:+4.16%
Entry Spread Now
+0.762%
In your favorL 292.7700 · S 295.0000+$76.17 if it converges
24h range −0.25%…+1.20% · median +0.84%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$264.68
−2.65%
$Avg Daily PnL
−$8.09
−0.0809%
★Best Day
+$50.71
Sep 11
◎Open Interest
⚡Funding APR
−29.53%
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.