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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 ~1.8d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.56%
3d Period Avg+59.33%
swing±34.28%
LONG Crypto.com · nowSKHYUSD-PERP
−54.08%
3d avg:−54.15%
SHORT SoDEX · now
+5.48%
3d avg:+5.18%
Entry Spread Now
+0.005%
NeutralL 184.2800 · S 184.2900
24h range −0.25%…+0.21% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.012%/taker0.040%
Loading Funding History…
↗Total PnL
+$19.05
+0.19%
$Avg Daily PnL
+$16.25
+0.1625%
★Best Day
+$21.96
Sep 30
◎Open Interest
⚡Funding APR
+59.30%
annualized · funding only
⚠Execution Cost
−$29.69
entry + exit fees
⏱Payback
1.8d
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 (−$29.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.