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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 ~7.2d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+114.59%
3d Period Avg+94.57%
swing±51.64%
LONG Crypto.com · nowORCLUSD-PERP
−97.28%
3d avg:−76.76%
SHORT Arcus · now
+17.32%
3d avg:+17.81%
Entry Spread Now
+0.071%
Eaten by executionL 141.7300 · S 141.8300+$7.06 if it converges
24h range −0.26%…+0.74% · median +0.09%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
−$149.13
−1.49%
$Avg Daily PnL
+$25.90
+0.2590%
★Best Day
+$32.58
Oct 2
◎Open Interest
⚡Funding APR
+94.53%
annualized · funding only
⚠Execution Cost
−$226.83
entry + exit fees
⏱Payback
8.8d
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 (−$226.83 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.