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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 ~6.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.32%
30d Period Avg+53.40%
swing±35.94%
LONG TxFlow · now
−6.95%
30d avg:−2.19%
SHORT Crypto.com · nowSHIBUSD-PERP
+50.37%
30d avg:+51.21%
Entry Spread Now
+0.061%
Eaten by executionL 0.000005772 · S 0.000005776+$6.06 if it converges
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
+$331.34
+3.31%
$Avg Daily PnL
+$14.60
+0.1460%
★Best Day
+$30.01
Sep 19
◎Open Interest
⚡Funding APR
+53.30%
annualized · funding only
⚠Execution Cost
−$106.72
entry + exit fees
⏱Payback
7.3d
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 (−$106.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.