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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 ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.75%
1d Period Avg+41.37%
swing±7.72%
LONG Crypto.com · nowBCHUSD-PERP
−28.79%
1d avg:−30.41%
SHORT ApeX · now
+10.96%
1d avg:+10.96%
Entry Spread Now
+0.117%
Eaten by executionL 273.6600 · S 273.9800+$11.69 if it converges
24h range −0.07%…+0.52% · median +0.12%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$23.74
−0.24%
$Avg Daily PnL
+$11.32
+0.1132%
★Best Day
+$11.32
Oct 18
◎Open Interest
⚡Funding APR
+41.34%
annualized · funding only
⚠Execution Cost
−$35.06
entry + exit fees
⏱Payback
3.1d
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 (−$35.06 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.