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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 ~3.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.14%
30d Period Avg+55.11%
swing±52.23%
LONG BloFin · now
+11.50%
30d avg:+8.88%
SHORT Crypto.com · nowMEUSD-PERP
+34.64%
30d avg:+63.99%
Entry Spread Now
+0.024%
Eaten by executionL 0.07643 · S 0.07645+$2.36 if it converges
24h range −0.66%…+0.57% · median +0.07%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$431.13
+4.31%
$Avg Daily PnL
+$15.10
+0.1510%
★Best Day
+$33.05
Sep 20
◎Open Interest
⚡Funding APR
+55.13%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.5d
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.