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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+126.06%
3d Period Avg+26.20%
swing±81.92%
LONG Lighter · now
+10.52%
3d avg:+14.59%
SHORT Crypto.com · nowSKRUSD-PERP
+136.58%
3d avg:+40.79%
Entry Spread Now
−0.011%
NeutralL 0.01797 · S 0.01797
24h range −0.91%…+0.47% · median −0.05%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$11.52
+0.12%
$Avg Daily PnL
+$7.17
+0.0717%
★Best Day
+$18.89
Sep 30
◎Open Interest
⚡Funding APR
+26.19%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.4d
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.