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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+273.09%
3d Period Avg+119.36%
swing±74.58%
LONG OKX · nowDKNG-USDT-SWAP
+0.00%
3d avg:+0.42%
SHORT Crypto.com · nowDKNGUSD-PERP
+273.09%
3d avg:+119.78%
Entry Spread Now
−0.313%
Against youL 19.1700 · S 19.1100−$31.30 if it converges
24h range −0.31%…+0.16% · median −0.10%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$77.24
+0.77%
$Avg Daily PnL
+$32.41
+0.3241%
★Best Day
+$46.05
Sep 30
◎Open Interest
⚡Funding APR
+118.31%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
14.9h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.