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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
−77.99%
3d Period Avg−26.79%
swing±25.91%
LONG Bitunix · now
+0.74%
3d avg:+7.56%
SHORT Crypto.com · nowENAUSD-PERP
−77.25%
3d avg:−19.23%
Entry Spread Now
−0.038%
Eaten by executionL 0.2348 · S 0.2347−$3.83 if it converges
24h range −1.15%…+0.30% · median +0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$42.95
−0.43%
$Avg Daily PnL
−$6.98
−0.0698%
★Best Day
+$0.50
Sep 30
◎Open Interest
⚡Funding APR
−25.49%
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.