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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+197.09%
30d Period Avg+83.53%
swing±130.57%
LONG Binance Futures · now
+10.96%
30d avg:+3.79%
SHORT Crypto.com · nowKATUSD-PERP
+208.04%
30d avg:+87.32%
Entry Spread Now
−0.189%
Against youL 0.005040 · S 0.005030−$18.93 if it converges
24h range −0.44%…+0.14% · median −0.12%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$678.99
+6.79%
$Avg Daily PnL
+$23.30
+0.2330%
★Best Day
+$72.94
Sep 19
◎Open Interest
⚡Funding APR
+85.04%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
20.6h
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.