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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.85%
3d Period Avg+82.63%
swing±54.07%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Crypto.com · nowASTRUSD-PERP
+79.81%
3d avg:+93.59%
Entry Spread Now
−0.080%
Eaten by executionL 0.007464 · S 0.007458−$8.04 if it converges
24h range −0.34%…+0.25% · median +0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$49.29
+0.49%
$Avg Daily PnL
+$23.10
+0.2310%
★Best Day
+$28.87
Sep 28
◎Open Interest
⚡Funding APR
+84.31%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
20.9h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.