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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
+240.30%
3d Period Avg+92.03%
swing±74.29%
LONG Lighter · now
+10.52%
3d avg:+10.21%
SHORT Crypto.com · nowTAOUSD-PERP
+250.82%
3d avg:+102.24%
Entry Spread Now
+0.100%
In your favorL 302.7970 · S 303.1000+$10.01 if it converges
24h range −0.26%…+0.29% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$65.59
+0.66%
$Avg Daily PnL
+$25.20
+0.2520%
★Best Day
+$28.84
Oct 4
◎Open Interest
⚡Funding APR
+91.97%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
9.6h
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.