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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 ~7.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.89%
3d Period Avg−27.49%
swing±47.07%
LONG Extended · now
−7.89%
3d avg:−5.84%
SHORT Crypto.com · nowCLUSD-PERP
+5.01%
3d avg:−33.33%
Entry Spread Now
−0.023%
Against youL ask 94.2590 · S bid 94.2370−$2.33 at entry
24h range −0.23%…+0.03% · median −0.10%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$49.18
−0.49%
$Avg Daily PnL
−$5.49
−0.0549%
★Best Day
+$6.23
Sep 26
◎Open Interest
⚡Funding APR
−20.06%
annualized · funding only
⚠Execution Cost
−$27.20
entry + exit fees
⏱Payback
never
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 (−$27.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.