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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 ~28d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.91%
3d Period Avg+58.09%
swing±28.80%
LONG Crypto.com · nowTURBOUSD-PERP
+4.22%
3d avg:−48.05%
SHORT BloFin · now
+7.12%
3d avg:+10.04%
Entry Spread Now
+0.058%
Eaten by executionL 0.001036 · S 0.001037+$5.79 if it converges
24h range −0.46%…+0.36% · median +0.00%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$25.02
+0.25%
$Avg Daily PnL
+$15.67
+0.1567%
★Best Day
+$16.66
Sep 29
◎Open Interest
⚡Funding APR
+57.21%
annualized · funding only
⚠Execution Cost
−$22.00
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.