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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 ~30d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.46%
3d Period Avg−38.71%
swing±32.69%
LONG Bitunix · now
+12.05%
3d avg:+8.62%
SHORT Crypto.com · nowSUIUSD-PERP
+18.51%
3d avg:−30.09%
Entry Spread Now
+0.154%
Eaten by executionL 1.1789 · S 1.1807+$15.35 if it converges
24h range −0.36%…+0.32% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$82.40
−0.82%
$Avg Daily PnL
−$9.75
−0.0975%
★Best Day
−$1.67
Oct 4
◎Open Interest
⚡Funding APR
−35.60%
annualized · funding only
⚠Execution Cost
−$53.14
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 (−$53.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.