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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−152.48%
3d Period Avg−35.66%
swing±61.61%
LONG Crypto.com · nowDDOGUSD-PERP
+152.74%
3d avg:+36.08%
SHORT Hotcoin · now
+0.26%
3d avg:+0.42%
Entry Spread Now
+0.054%
Eaten by executionL 276.2600 · S 276.4100+$5.43 if it converges
24h range −0.26%…+0.55% · median −0.01%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$52.97
−0.53%
$Avg Daily PnL
−$10.32
−0.1032%
★Best Day
+$0.11
Oct 1
◎Open Interest
⚡Funding APR
−37.67%
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.