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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 ~32d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.85%
3d Period Avg−5.12%
swing±17.65%
LONG Crypto.com · nowSNDKUSD-PERP
+5.01%
3d avg:+12.53%
SHORT Bitunix · now
+8.85%
3d avg:+7.41%
Entry Spread Now
+0.162%
Eaten by executionL 1,593.22 · S 1,595.8+$16.19 if it converges
24h range +0.06%…+0.24% · median +0.16%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$48.01
−0.48%
$Avg Daily PnL
−$4.66
−0.0466%
★Best Day
+$2.69
Oct 7
◎Open Interest
⚡Funding APR
−17.00%
annualized · funding only
⚠Execution Cost
−$34.04
entry + exit fees
⏱Payback
never
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 (−$34.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.