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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+79.28%
1d Period Avg+93.12%
swing±12.56%
LONG Crypto.com · nowSOLUSD-PERP
−11.41%
1d avg:−7.28%
SHORT Aftermath · now
+67.87%
1d avg:+85.84%
Entry Spread Now
−0.091%
Against youL ask 103.8700 · S bid 103.7749−$9.15 at entry
24h range −0.61%…+0.59% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$17.42
−0.17%
$Avg Daily PnL
+$25.36
+0.2536%
★Best Day
+$25.36
Oct 18
◎Open Interest
⚡Funding APR
+92.57%
annualized · funding only
⚠Execution Cost
−$42.78
entry + exit fees
⏱Payback
1.7d
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 + live L2 orderbook slippage on both legs (−$42.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.