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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+116.16%
1d Period Avg+99.04%
swing±74.16%
LONG Bullet · now
−8.98%
1d avg:−14.85%
SHORT Crypto.com · nowPUMPUSD-PERP
+107.18%
1d avg:+84.19%
Entry Spread Now
+0.442%
In your favorL 0.004296 · S 0.004315+$44.22 if it converges
24h range −0.47%…+0.66% · median −0.02%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$8.88
+0.09%
$Avg Daily PnL
+$27.12
+0.2712%
★Best Day
+$26.66
Oct 17
◎Open Interest
⚡Funding APR
+98.97%
annualized · funding only
⚠Execution Cost
−$18.23
entry + exit fees
⏱Payback
16.1h
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 (−$18.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.