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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
−32.76%
3d Period Avg−2.37%
swing±183.75%
LONG Crypto.com · nowCFGUSD-PERP
+43.72%
3d avg:+13.33%
SHORT Hotcoin · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.040%
Eaten by executionL 0.1510 · S 0.1509−$3.97 if it converges
24h range −0.43%…+0.80% · median +0.04%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.70
−0.19%
$Avg Daily PnL
+$1.10
+0.0110%
★Best Day
+$11.05
Oct 1
◎Open Interest
⚡Funding APR
+4.01%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
20.0d
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.