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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.79%
3d Period Avg+135.43%
swing±78.36%
LONG Crypto.com · nowSKLUSD-PERP
−30.70%
3d avg:−128.21%
SHORT BingX · now
+17.09%
3d avg:+7.22%
Entry Spread Now
+0.020%
NeutralL 0.004611 · S 0.004612
24h range −0.15%…+0.48% · median +0.11%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$85.79
+0.86%
$Avg Daily PnL
+$35.26
+0.3526%
★Best Day
+$34.82
Sep 29
◎Open Interest
⚡Funding APR
+128.71%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
13.7h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.