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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 ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+170.29%
3d Period Avg+99.78%
swing±47.76%
LONG OKX · nowNEAR-USDT-SWAP
−27.17%
3d avg:−0.67%
SHORT Crypto.com · nowNEARUSD-PERP
+143.13%
3d avg:+99.11%
Entry Spread Now
+0.041%
In your favorL ask 4.6460 · S bid 4.6479+$4.09 at entry
24h range −0.38%…+0.58% · median +0.11%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$7.73
−0.08%
$Avg Daily PnL
+$27.64
+0.2764%
★Best Day
+$34.63
Oct 2
◎Open Interest
⚡Funding APR
+100.87%
annualized · funding only
⚠Execution Cost
−$90.64
entry + exit fees
⏱Payback
3.3d
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 + live L2 orderbook slippage on both legs (−$90.64 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.