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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 ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.99%
3d Period Avg+15.17%
swing±12.49%
LONG Crypto.com · nowLINKUSD-PERP
−23.89%
3d avg:+4.75%
SHORT BloFin · now
+24.11%
3d avg:+19.92%
Entry Spread Now
+0.051%
Eaten by executionL 11.6810 · S 11.6870+$5.14 if it converges
24h range −0.28%…+0.71% · median +0.05%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.93
−0.09%
$Avg Daily PnL
+$5.19
+0.0519%
★Best Day
+$6.35
Oct 28
◎Open Interest
⚡Funding APR
+18.93%
annualized · funding only
⚠Execution Cost
−$24.49
entry + exit fees
⏱Payback
4.7d
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 (−$24.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.