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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+318.76%
30d Period Avg+86.57%
swing±184.37%
LONG Lighter · now
+10.52%
30d avg:+21.66%
SHORT Crypto.com · nowARCUSD-PERP
+329.28%
30d avg:+108.23%
Entry Spread Now
−0.076%
Against youL 0.07260 · S 0.07254−$7.58 if it converges
24h range −1.00%…+0.33% · median −0.16%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$675.53
+6.76%
$Avg Daily PnL
+$22.85
+0.2285%
★Best Day
+$70.53
Sep 21
◎Open Interest
⚡Funding APR
+83.41%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
10.6h
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.