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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+81.65%
30d Period Avg−2.54%
swing±59.66%
LONG Crypto.com · nowBERAUSD-PERP
−75.90%
30d avg:+11.03%
SHORT BloFin · now
+5.74%
30d avg:+8.49%
Entry Spread Now
−0.336%
Against youL 0.2380 · S 0.2372−$33.61 if it converges
24h range −0.87%…+0.63% · median −0.08%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$39.09
−0.39%
$Avg Daily PnL
−$0.57
−0.0057%
★Best Day
+$18.77
Sep 25
◎Open Interest
⚡Funding APR
−2.08%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.