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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1243.26%
3d Period Avg−124.79%
swing±93.58%
LONG Crypto.com · nowHANMIUSD-PERP
−1239.40%
3d avg:+117.30%
SHORT WEEX · now
+3.86%
3d avg:−7.49%
Entry Spread Now
−0.127%
Eaten by executionL 196.4800 · S 196.2300−$12.72 if it converges
24h range −0.27%…+0.17% · median −0.10%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$98.09
−0.98%
$Avg Daily PnL
−$24.03
−0.2403%
★Best Day
−$6.64
Oct 1
◎Open Interest
⚡Funding APR
−87.71%
annualized · funding only
⚠Execution Cost
−$26.00
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.