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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+652.89%
3d Period Avg+52.25%
swing±375.13%
LONG QFEX · now
−48.61%
3d avg:+6.08%
SHORT Crypto.com · nowBOTUSD-PERP
+604.28%
3d avg:+58.33%
Entry Spread Now
−0.924%
Against youL 27.1509 · S 26.9000−$92.40 if it converges
24h range −1.20%…+1.62% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$5.60
+0.06%
$Avg Daily PnL
+$11.87
+0.1187%
★Best Day
+$23.45
Sep 30
◎Open Interest
⚡Funding APR
+43.31%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
2.5d
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.