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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+63.74%
3d Period Avg−31.61%
swing±193.42%
LONG Crypto.com · nowDJTUSD-PERP
−63.52%
3d avg:+38.35%
SHORT Hotcoin · now
+0.22%
3d avg:+6.74%
Entry Spread Now
−0.033%
Eaten by executionL 9.1400 · S 9.1370−$3.28 if it converges
24h range −0.17%…+0.30% · median +0.04%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$54.96
−0.55%
$Avg Daily PnL
−$10.99
−0.1099%
★Best Day
+$31.14
Sep 30
◎Open Interest
⚡Funding APR
−40.10%
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.