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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+192.98%
3d Period Avg+150.74%
swing±164.49%
LONG OKX · nowPENG-USDT-SWAP
+0.00%
3d avg:+0.00%
SHORT Crypto.com · nowPENGUSD-PERP
+192.98%
3d avg:+150.74%
Entry Spread Now
−0.142%
Against youL 56.3700 · S 56.2900−$14.19 if it converges
24h range −0.45%…+0.51% · median −0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$104.63
+1.05%
$Avg Daily PnL
+$41.54
+0.4154%
★Best Day
+$53.68
Sep 29
◎Open Interest
⚡Funding APR
+151.63%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
11.5h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.