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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%
30d Period Avg+71.67%
swing±155.63%
LONG OKX · nowPENG-USDT-SWAP
+0.00%
30d avg:−0.05%
SHORT Crypto.com · nowPENGUSD-PERP
+192.98%
30d avg:+71.62%
Entry Spread Now
−0.269%
Against youL 55.8600 · S 55.7100−$26.85 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
+$566.43
+5.66%
$Avg Daily PnL
+$19.55
+0.1955%
★Best Day
+$61.34
Sep 23
◎Open Interest
⚡Funding APR
+71.35%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.0d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.