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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−27.19%
3d Period Avg+76.61%
swing±107.98%
LONG WEEX · now
+0.62%
3d avg:−10.98%
SHORT Crypto.com · nowTENCENTUSD-PERP
−26.57%
3d avg:+65.63%
Entry Spread Now
−0.091%
Eaten by executionL 54.8400 · S 54.7900−$9.12 if it converges
24h range −0.15%…+0.04% · median −0.05%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$40.24
+0.40%
$Avg Daily PnL
+$22.08
+0.2208%
★Best Day
+$23.04
Sep 28
◎Open Interest
⚡Funding APR
+80.59%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
1.2d
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 + fees only (orderbook snapshot stale) on both legs (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.