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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 ~4.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.51%
3d Period Avg+11.00%
swing±51.02%
LONG Crypto.com · nowPOPCATUSD-PERP
+17.75%
3d avg:+13.48%
SHORT BloFin · now
+37.26%
3d avg:+24.48%
Entry Spread Now
+0.641%
In your favorL 0.05150 · S 0.05183+$64.08 if it converges
24h range −0.56%…+0.73% · median +0.06%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.69
−0.13%
$Avg Daily PnL
+$3.10
+0.0310%
★Best Day
+$5.07
Sep 30
◎Open Interest
⚡Funding APR
+11.33%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.1d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.