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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 ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.97%
3d Period Avg+54.47%
swing±24.42%
LONG TxFlow · now
+3.40%
3d avg:−0.03%
SHORT Crypto.com · nowSHIBUSD-PERP
+50.37%
3d avg:+54.44%
Entry Spread Now
+0.010%
NeutralL 0.000005729 · S 0.000005730
24h range −0.55%…+0.60% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$97.23
−0.97%
$Avg Daily PnL
+$14.91
+0.1491%
★Best Day
+$17.01
Sep 30
◎Open Interest
⚡Funding APR
+54.44%
annualized · funding only
⚠Execution Cost
−$141.97
entry + exit fees
⏱Payback
9.5d
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 (−$141.97 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.