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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.98%
30d Period Avg+73.56%
swing±65.63%
LONG Binance Futures · now
+10.96%
30d avg:+10.96%
SHORT Crypto.com · nowSAPIENUSD-PERP
+79.94%
30d avg:+84.52%
Entry Spread Now
−0.160%
Against youL 0.07616 · S 0.07604−$15.99 if it converges
24h range −0.58%…+0.36% · median −0.09%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$578.29
+5.78%
$Avg Daily PnL
+$19.94
+0.1994%
★Best Day
+$48.18
Sep 5
◎Open Interest
⚡Funding APR
+72.79%
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.