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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 ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+132.11%
1d Period Avg+83.99%
swing±47.02%
LONG Bluefin · nowSUI-PERP
−33.13%
1d avg:−50.90%
SHORT Crypto.com · nowSUIUSD-PERP
+98.98%
1d avg:+33.09%
Entry Spread Now
+0.109%
In your favorL ask 1.2615 · S bid 1.2629+$10.94 at entry
24h range −0.48%…+1.08% · median +0.14%
Long pays every1hShort pays every1h
LONGmaker0.005%/taker0.035%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$73.06
−0.73%
$Avg Daily PnL
+$22.55
+0.2255%
★Best Day
+$22.55
Sep 27
◎Open Interest
⚡Funding APR
+82.32%
annualized · funding only
⚠Execution Cost
−$95.61
entry + exit fees
⏱Payback
4.2d
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 (−$95.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.