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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 ~9.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.40%
3d Period Avg+16.31%
swing±9.43%
LONG Bitunix · now
+10.96%
3d avg:+5.80%
SHORT Crypto.com · nowLTCUSD-PERP
+29.36%
3d avg:+22.11%
Entry Spread Now
+0.032%
Eaten by executionL 68.8800 · S 68.9020+$3.19 if it converges
24h range −0.15%…+0.20% · median +0.05%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$32.66
−0.33%
$Avg Daily PnL
+$4.41
+0.0441%
★Best Day
+$6.09
Oct 3
◎Open Interest
⚡Funding APR
+16.10%
annualized · funding only
⚠Execution Cost
−$45.89
entry + exit fees
⏱Payback
10.4d
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 (−$45.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.