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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 ~1.7d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.56%
30d Period Avg+24.96%
swing±50.70%
LONG Crypto.com · nowSKHYUSD-PERP
−54.08%
30d avg:−19.13%
SHORT SoDEX · now
+5.48%
30d avg:+5.83%
Entry Spread Now
−0.059%
Eaten by executionL 185.9000 · S 185.7900−$5.92 if it converges
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
+$177.30
+1.77%
$Avg Daily PnL
+$6.85
+0.0685%
★Best Day
+$30.80
Sep 10
◎Open Interest
⚡Funding APR
+25.01%
annualized · funding only
⚠Execution Cost
−$28.27
entry + exit fees
⏱Payback
4.1d
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 (−$28.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.