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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 ~8.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.02%
3d Period Avg+26.27%
swing±16.67%
LONG Crypto.com · nowCROUSD-PERP
−6.91%
3d avg:−3.93%
SHORT BloFin · now
+24.11%
3d avg:+22.34%
Entry Spread Now
−0.088%
Eaten by executionL 0.06850 · S 0.06844−$8.76 if it converges
24h range −1.32%…+0.90% · median −0.07%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$55.67
−0.56%
$Avg Daily PnL
+$4.29
+0.0429%
★Best Day
+$6.69
Sep 29
◎Open Interest
⚡Funding APR
+15.66%
annualized · funding only
⚠Execution Cost
−$68.54
entry + exit fees
⏱Payback
16.0d
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 (−$68.54 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.