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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+106.03%
3d Period Avg+38.62%
swing±118.11%
LONG Crypto.com · nowSXTUSD-PERP
−95.07%
3d avg:−27.66%
SHORT Hotcoin · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.019%
NeutralL 0.009443 · S 0.009445
24h range −0.42%…+0.23% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.67
+0.09%
$Avg Daily PnL
+$10.22
+0.1022%
★Best Day
+$25.20
Sep 28
◎Open Interest
⚡Funding APR
+37.32%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.1d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.