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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 ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.51%
3d Period Avg+139.91%
swing±78.48%
LONG Crypto.com · nowSKLUSD-PERP
−30.70%
3d avg:−128.21%
SHORT BloFin · now
+10.81%
3d avg:+11.70%
Entry Spread Now
+0.000%
NeutralL 0.004638 · S 0.004638
24h range −0.66%…+0.37% · median +0.12%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$89.52
+0.90%
$Avg Daily PnL
+$37.17
+0.3717%
★Best Day
+$36.34
Sep 29
◎Open Interest
⚡Funding APR
+135.68%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
14.2h
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.