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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
−59.26%
3d Period Avg−23.33%
swing±26.48%
LONG Bitunix · now
+2.68%
3d avg:+7.96%
SHORT Crypto.com · nowENAUSD-PERP
−56.58%
3d avg:−15.37%
Entry Spread Now
+0.090%
Eaten by executionL 0.2329 · S 0.2331+$9.02 if it converges
24h range −1.15%…+0.44% · median +0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$41.16
−0.41%
$Avg Daily PnL
−$6.39
−0.0639%
★Best Day
+$0.77
Sep 30
◎Open Interest
⚡Funding APR
−23.31%
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.