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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−8.31%
30d Period Avg+15.01%
swing±39.61%
LONG TxFlow · now
+4.10%
30d avg:−0.06%
SHORT Crypto.com · nowPEPEUSD-PERP
−4.20%
30d avg:+14.95%
Entry Spread Now
+0.384%
In your favorL 0.000004428 · S 0.000004445+$38.39 if it converges
24h range −0.21%…+0.43% · median +0.09%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$104.32
+1.04%
$Avg Daily PnL
+$4.11
+0.0411%
★Best Day
+$18.66
Sep 23
◎Open Interest
⚡Funding APR
+15.00%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
4.6d
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.