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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 ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.64%
30d Period Avg+26.88%
swing±62.35%
LONG Crypto.com · nowCHZUSD-PERP
−15.25%
30d avg:−18.26%
SHORT Extended · now
+11.40%
30d avg:+8.62%
Entry Spread Now
+0.213%
In your favorL 0.01607 · S 0.01610+$21.31 if it converges
24h range −0.50%…+0.26% · median −0.06%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$205.78
+2.06%
$Avg Daily PnL
+$7.36
+0.0736%
★Best Day
+$34.28
Sep 2
◎Open Interest
Crypto.com$5.3K
Extended$1.9K⚡Funding APR
+26.86%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
Crypto.com$219Extended$379.1KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.