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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+140.09%
1d Period Avg+39.15%
swing±43.14%
LONG Crypto.com · nowSOXLUSD-PERP
−129.09%
1d avg:−28.38%
SHORT Hotcoin · now
+10.99%
1d avg:+10.77%
Entry Spread Now
+0.238%
In your favorL 100.8900 · S 101.1300+$23.79 if it converges
24h range −0.96%…+1.57% · median +0.15%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.08
−0.16%
$Avg Daily PnL
+$7.90
+0.0790%
★Best Day
+$9.40
Oct 29
◎Open Interest
⚡Funding APR
+28.85%
annualized · funding only
⚠Execution Cost
−$23.98
entry + exit fees
⏱Payback
3.0d
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 (−$23.98 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.