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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+105.91%
30d Period Avg+77.21%
swing±61.76%
LONG QFEX · now
−1.46%
30d avg:+4.20%
SHORT Crypto.com · nowIRENUSD-PERP
+104.45%
30d avg:+81.41%
Entry Spread Now
+0.000%
NeutralL 24.8600 · S 24.8600
24h range −0.65%…+1.19% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$604.14
+6.04%
$Avg Daily PnL
+$21.14
+0.2114%
★Best Day
+$41.02
Oct 16
◎Open Interest
⚡Funding APR
+77.15%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
1.4d
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.