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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 ~3.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.65%
3d Period Avg+52.66%
swing±11.10%
LONG NADO · nowUNI-PERP
+9.59%
3d avg:−5.16%
SHORT Crypto.com · nowUNIUSD-PERP
+67.24%
3d avg:+47.50%
Entry Spread Now
−0.122%
Eaten by executionL 7.2130 · S 7.2042−$12.20 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
−$9.53
−0.10%
$Avg Daily PnL
+$14.42
+0.1442%
★Best Day
+$14.91
Oct 17
◎Open Interest
⚡Funding APR
+52.63%
annualized · funding only
⚠Execution Cost
−$52.79
entry + exit fees
⏱Payback
3.7d
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 (−$52.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.