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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 ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+96.15%
1d Period Avg−5.94%
swing±44.72%
LONG Aftermath · now
−49.71%
1d avg:−4.05%
SHORT Crypto.com · nowXAUTUSD-PERP
+46.44%
1d avg:−9.99%
Entry Spread Now
+0.050%
Eaten by executionL 4,140.85 · S 4,142.9+$4.96 if it converges
24h range −0.43%…+0.40% · median −0.00%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.49
−0.26%
$Avg Daily PnL
−$1.15
−0.0115%
★Best Day
+$2.59
Oct 3
◎Open Interest
⚡Funding APR
−4.19%
annualized · funding only
⚠Execution Cost
−$25.34
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 + fees only (orderbook snapshot stale) on both legs (−$25.34 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.