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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−115.20%
3d Period Avg+133.48%
swing±141.52%
LONG WEEX · now
−3.08%
3d avg:−7.13%
SHORT Crypto.com · nowSNOWUSD-PERP
−118.28%
3d avg:+126.35%
Entry Spread Now
−0.035%
Eaten by executionL 343.4700 · S 343.3500−$3.49 if it converges
24h range −0.48%…+0.10% · median −0.14%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$84.36
+0.84%
$Avg Daily PnL
+$36.79
+0.3679%
★Best Day
+$41.83
Sep 29
◎Open Interest
⚡Funding APR
+134.28%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
17.0h
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.