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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 ~8.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.02%
30d Period Avg+7.91%
swing±30.79%
LONG Crypto.com · nowCROUSD-PERP
−6.91%
30d avg:+14.83%
SHORT BloFin · now
+24.11%
30d avg:+22.74%
Entry Spread Now
−0.029%
Eaten by executionL 0.06938 · S 0.06936−$2.88 if it converges
24h range −1.32%…+0.90% · median −0.09%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$23.94
+0.24%
$Avg Daily PnL
+$3.14
+0.0314%
★Best Day
+$7.64
Sep 27
◎Open Interest
⚡Funding APR
+11.44%
annualized · funding only
⚠Execution Cost
−$70.12
entry + exit fees
⏱Payback
22.4d
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 (−$70.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.