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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%
30d Period Avg+22.23%
swing±88.65%
LONG Crypto.com · nowPOPCATUSD-PERP
+17.75%
30d avg:−5.22%
SHORT BloFin · now
+37.26%
30d avg:+17.01%
Entry Spread Now
+0.038%
Eaten by executionL 0.05210 · S 0.05212+$3.84 if it converges
24h range −0.57%…+0.73% · median +0.06%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$160.62
+1.61%
$Avg Daily PnL
+$6.09
+0.0609%
★Best Day
+$29.55
Sep 13
◎Open Interest
⚡Funding APR
+22.22%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.6d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.