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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+149.03%
3d Period Avg+44.61%
swing±139.75%
LONG Crypto.com · nowBZUSD-PERP
−149.03%
3d avg:−19.32%
SHORT Toobit · nowXBR-SWAP-USDT
+0.00%
3d avg:+25.29%
Entry Spread Now
+0.102%
Eaten by executionL 110.9970 · S 111.1100+$10.18 if it converges
24h range −0.38%…+0.39% · median +0.07%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$19.88
+0.20%
$Avg Daily PnL
+$14.26
+0.1426%
★Best Day
+$17.03
Oct 28
◎Open Interest
⚡Funding APR
+52.05%
annualized · funding only
⚠Execution Cost
−$22.90
entry + exit fees
⏱Payback
1.6d
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 (−$22.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.