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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 ~3.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.56%
1d Period Avg+48.98%
swing±13.19%
LONG NADO · nowUNI-PERP
+10.96%
1d avg:−8.65%
SHORT Crypto.com · nowUNIUSD-PERP
+63.52%
1d avg:+40.33%
Entry Spread Now
+0.041%
Eaten by executionL 7.1335 · S 7.1364+$4.07 if it converges
24h range −0.31%…+0.27% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.035%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$36.42
−0.36%
$Avg Daily PnL
+$12.73
+0.1273%
★Best Day
+$12.73
Oct 18
◎Open Interest
⚡Funding APR
+46.46%
annualized · funding only
⚠Execution Cost
−$49.15
entry + exit fees
⏱Payback
3.9d
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 (−$49.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.