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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 ~6.5d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+147.42%
30d Period Avg+64.54%
swing±61.75%
LONG Crypto.com · nowORCLUSD-PERP
−97.28%
30d avg:−50.79%
SHORT Arcus · now
+50.14%
30d avg:+13.75%
Entry Spread Now
+0.092%
Eaten by executionL 140.8500 · S 140.9800+$9.23 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
+$267.14
+2.67%
$Avg Daily PnL
+$17.64
+0.1764%
★Best Day
+$42.84
Sep 14
◎Open Interest
⚡Funding APR
+64.40%
annualized · funding only
⚠Execution Cost
−$262.21
entry + exit fees
⏱Payback
14.9d
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 (−$262.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.