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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+202.16%
30d Period Avg+83.46%
swing±60.46%
LONG Crypto.com · nowTRUMPUSD-PERP
−184.32%
30d avg:−66.10%
SHORT BloFin · now
+17.84%
30d avg:+17.36%
Entry Spread Now
+0.048%
Eaten by executionL 2.0650 · S 2.0660+$4.84 if it converges
24h range −1.63%…+1.38% · median +0.00%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$658.37
+6.58%
$Avg Daily PnL
+$22.99
+0.2299%
★Best Day
+$48.40
Sep 24
◎Open Interest
⚡Funding APR
+83.90%
annualized · funding only
⚠Execution Cost
−$31.23
entry + exit fees
⏱Payback
1.4d
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 (−$31.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.