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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 ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.20%
3d Period Avg−10.11%
swing±63.98%
LONG Crypto.com · nowFOGOUSD-PERP
−18.24%
3d avg:+21.07%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.106%
In your favorL 0.005378 · S 0.005384+$10.60 if it converges
24h range −0.23%…+0.33% · median +0.04%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.92
−0.27%
$Avg Daily PnL
−$2.31
−0.0231%
★Best Day
+$8.05
Oct 1
◎Open Interest
⚡Funding APR
−8.42%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.