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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 ~14d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.34%
3d Period Avg+31.77%
swing±43.55%
LONG Crypto.com · nowCLUSD-PERP
−86.99%
3d avg:−55.17%
SHORT BloFin · nowCL-USDT
−78.65%
3d avg:−23.40%
Entry Spread Now
+0.034%
In your favorL ask 102.9450 · S bid 102.9800+$3.40 at entry
24h range −0.12%…+0.32% · median +0.07%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.63
−0.07%
$Avg Daily PnL
+$8.70
+0.0870%
★Best Day
+$12.59
Oct 21
◎Open Interest
⚡Funding APR
+31.74%
annualized · funding only
⚠Execution Cost
−$32.72
entry + exit fees
⏱Payback
3.8d
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 + live L2 orderbook slippage on both legs (−$32.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.