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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−196.30%
3d Period Avg+107.49%
swing±92.97%
LONG TxFlow · now
−92.46%
3d avg:−42.55%
SHORT Crypto.com · nowBATUSD-PERP
−288.76%
3d avg:+64.94%
Entry Spread Now
+0.192%
In your favorL 0.1044 · S 0.1046+$19.16 if it converges
24h range −1.11%…+1.51% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$69.29
+0.69%
$Avg Daily PnL
+$29.43
+0.2943%
★Best Day
+$30.53
Oct 2
◎Open Interest
⚡Funding APR
+107.42%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
15.6h
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.