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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+90.92%
3d Period Avg+29.24%
swing±104.80%
LONG WEEX · now
+1.94%
3d avg:−0.23%
SHORT Crypto.com · nowNOWUSD-PERP
+92.86%
3d avg:+29.01%
Entry Spread Now
+0.067%
Eaten by executionL 133.3900 · S 133.4800+$6.75 if it converges
24h range −0.45%…+0.47% · median −0.10%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$0.41
+0.00%
$Avg Daily PnL
+$8.53
+0.0853%
★Best Day
+$8.38
Sep 29
◎Open Interest
⚡Funding APR
+31.14%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
3.0d
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.