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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 ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.74%
3d Period Avg+28.39%
swing±26.79%
LONG WEEX · now
−11.49%
3d avg:−9.37%
SHORT Crypto.com · nowCRWVUSD-PERP
+37.25%
3d avg:+19.02%
Entry Spread Now
−0.091%
Eaten by executionL 88.2200 · S 88.1400−$9.07 if it converges
24h range −0.44%…+1.09% · median −0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.49
−0.06%
$Avg Daily PnL
+$8.22
+0.0822%
★Best Day
+$8.42
Sep 29
◎Open Interest
⚡Funding APR
+30.00%
annualized · funding only
⚠Execution Cost
−$31.15
entry + exit fees
⏱Payback
3.8d
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 (−$31.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.