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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+336.67%
3d Period Avg−66.62%
swing±169.86%
LONG Crypto.com · nowSONYUSD-PERP
−325.71%
3d avg:+77.58%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.063%
Eaten by executionL 23.7300 · S 23.7450+$6.32 if it converges
24h range −0.23%…+0.17% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$24.67
−0.25%
$Avg Daily PnL
−$1.56
−0.0156%
★Best Day
+$9.28
Sep 28
◎Open Interest
⚡Funding APR
−5.68%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.