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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 ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.74%
3d Period Avg+59.01%
swing±27.54%
LONG Crypto.com · nowTURBOUSD-PERP
+4.22%
3d avg:−48.05%
SHORT Hotcoin · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.348%
In your favorL 0.001034 · S 0.001037+$34.83 if it converges
24h range −0.35%…+0.40% · median +0.00%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$25.97
+0.26%
$Avg Daily PnL
+$15.99
+0.1599%
★Best Day
+$16.14
Sep 29
◎Open Interest
⚡Funding APR
+58.36%
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.