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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 ~8.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.40%
3d Period Avg+16.34%
swing±9.36%
LONG Bitunix · now
+10.96%
3d avg:+5.87%
SHORT Crypto.com · nowLTCUSD-PERP
+29.36%
3d avg:+22.21%
Entry Spread Now
+0.047%
Eaten by executionL 69.8300 · S 69.8630+$4.73 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
−$30.40
−0.30%
$Avg Daily PnL
+$4.45
+0.0445%
★Best Day
+$6.43
Oct 3
◎Open Interest
⚡Funding APR
+16.23%
annualized · funding only
⚠Execution Cost
−$43.74
entry + exit fees
⏱Payback
9.8d
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 (−$43.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.