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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 ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+101.02%
3d Period Avg−53.72%
swing±126.57%
LONG Crypto.com · nowSHOPUSD-PERP
−79.98%
3d avg:+74.34%
SHORT Extended · now
+21.04%
3d avg:+20.62%
Entry Spread Now
−0.514%
Against youL 149.7000 · S 148.9300−$51.44 if it converges
24h range −0.41%…+0.31% · median −0.08%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$112.86
−1.13%
$Avg Daily PnL
−$14.71
−0.1471%
★Best Day
+$7.56
Oct 1
◎Open Interest
⚡Funding APR
−53.68%
annualized · funding only
⚠Execution Cost
−$68.74
entry + exit fees
⏱Payback
never
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 (−$68.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.