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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~0.7d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+107.00%
30d Period Avgβ42.88%
swingΒ±97.39%
LONG Crypto.com Β· nowMELANIAUSD-PERP
β96.04%
30d avg:+56.97%
SHORT Binance Futures Β· now
+10.96%
30d avg:+14.09%
Entry Spread Now
+0.022%
Eaten by executionL 0.09014 Β· S 0.09016+$2.22 if it converges
24h range β0.45%β¦+0.44% Β· median +0.11%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$370.44
β3.70%
$Avg Daily PnL
β$11.68
β0.1168%
β
Best Day
+$18.29
Sep 19
βOpen Interest
Crypto.com$3.2K
Binance Futures$2.28Mβ‘Funding APR
β42.64%
annualized Β· funding only
β Execution Cost
β$20.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Crypto.com$500Binance Futures$2.69MLoading Cumulative PnLβ¦
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 (β$20.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.