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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+79.66%
3d Period Avg+76.72%
swing±26.74%
LONG TxFlow · now
+10.96%
3d avg:−3.37%
SHORT Crypto.com · nowARUSD-PERP
+90.61%
3d avg:+73.35%
Entry Spread Now
+0.118%
In your favorL 4.6800 · S 4.6855+$11.75 if it converges
24h range −0.46%…+1.26% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$44.01
+0.44%
$Avg Daily PnL
+$21.00
+0.2100%
★Best Day
+$21.49
Sep 25
◎Open Interest
⚡Funding APR
+76.66%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
21.6h
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.