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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
+166.89%
3d Period Avg+115.21%
swing±50.87%
LONG OKX · nowLAYER-USDT-SWAP
−16.61%
3d avg:+6.79%
SHORT Crypto.com · nowLAYERUSD-PERP
+150.28%
3d avg:+122.00%
Entry Spread Now
+0.101%
In your favorL 0.07885 · S 0.07893+$10.15 if it converges
24h range −0.05%…+0.37% · median +0.16%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$74.66
+0.75%
$Avg Daily PnL
+$31.55
+0.3155%
★Best Day
+$41.22
Sep 30
◎Open Interest
⚡Funding APR
+115.17%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
15.1h
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.