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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 ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.78%
3d Period Avg+18.75%
swing±24.91%
LONG ApeX · now
+10.96%
3d avg:+10.48%
SHORT Crypto.com · nowWLDUSD-PERP
+37.74%
3d avg:+29.23%
Entry Spread Now
−0.117%
Against youL 0.5127 · S 0.5121−$11.70 if it converges
24h range −0.62%…+0.27% · median −0.02%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$4.60
−0.05%
$Avg Daily PnL
+$5.13
+0.0513%
★Best Day
+$6.38
Sep 30
◎Open Interest
⚡Funding APR
+18.74%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.