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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 ~17d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.16%
30d Period Avg−84.78%
swing±101.46%
LONG Crypto.com · nowDOTUSD-PERP
−48.64%
30d avg:+102.55%
SHORT BloFin · now
+12.52%
30d avg:+17.77%
Entry Spread Now
−0.058%
Eaten by executionL 1.1971 · S 1.1964−$5.85 if it converges
24h range −0.40%…+0.36% · median −0.04%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$911.77
−9.12%
$Avg Daily PnL
−$21.03
−0.2103%
★Best Day
+$9.78
Sep 13
◎Open Interest
⚡Funding APR
−76.78%
annualized · funding only
⚠Execution Cost
−$280.74
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 (−$280.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.