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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.22%
3d Period Avg+84.16%
swing±86.87%
LONG Binance Futures · now
+10.96%
3d avg:−25.51%
SHORT Crypto.com · nowMAGICUSD-PERP
+97.17%
3d avg:+58.65%
Entry Spread Now
+0.161%
In your favorL 0.05349 · S 0.05358+$16.11 if it converges
24h range −0.15%…+0.43% · median +0.08%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$54.33
+0.54%
$Avg Daily PnL
+$24.78
+0.2478%
★Best Day
+$36.38
Sep 29
◎Open Interest
⚡Funding APR
+90.44%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
19.4h
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.