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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+95.22%
3d Period Avg−18.00%
swing±237.64%
LONG BloFin · now
+9.83%
3d avg:+10.18%
SHORT Crypto.com · nowCHRUSD-PERP
+105.05%
3d avg:−7.82%
Entry Spread Now
+0.405%
In your favorL 0.02223 · S 0.02232+$40.49 if it converges
24h range −0.41%…+0.44% · median +0.13%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$37.23
−0.37%
$Avg Daily PnL
−$5.08
−0.0508%
★Best Day
+$57.61
Sep 30
◎Open Interest
⚡Funding APR
−18.53%
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.