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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−22.37%
3d Period Avg−8.27%
swing±76.51%
LONG BloFin · now
+14.34%
3d avg:+12.01%
SHORT Crypto.com · nowMASKUSD-PERP
−8.03%
3d avg:+3.74%
Entry Spread Now
+0.064%
Eaten by executionL 0.4672 · S 0.4675+$6.42 if it converges
24h range −0.43%…+0.65% · median +0.00%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$29.67
−0.30%
$Avg Daily PnL
−$2.56
−0.0256%
★Best Day
+$3.46
Oct 1
◎Open Interest
⚡Funding APR
−9.33%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.