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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+111.51%
30d Period Avg+19.87%
swing±152.52%
LONG Binance Futures · now
+10.96%
30d avg:+10.96%
SHORT Crypto.com · nowTOSHIUSD-PERP
+122.46%
30d avg:+30.83%
Entry Spread Now
+0.088%
Eaten by executionL 0.0001253 · S 0.0001254+$8.78 if it converges
24h range −0.41%…+1.12% · median +0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$137.14
+1.37%
$Avg Daily PnL
+$5.24
+0.0524%
★Best Day
+$64.57
Sep 8
◎Open Interest
⚡Funding APR
+19.12%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.8d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.