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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−21.83%
30d Period Avg+63.23%
swing±54.03%
LONG BloFin · now
+9.25%
30d avg:+10.70%
SHORT Crypto.com · nowWCTUSD-PERP
−12.58%
30d avg:+73.93%
Entry Spread Now
−0.236%
Against youL 0.04235 · S 0.04225−$23.61 if it converges
24h range −0.31%…+0.87% · median +0.12%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$497.01
+4.97%
$Avg Daily PnL
+$17.30
+0.1730%
★Best Day
+$41.91
Sep 26
◎Open Interest
⚡Funding APR
+63.15%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.3d
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.