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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 ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.98%
3d Period Avg+28.99%
swing±22.66%
LONG Crypto.com · nowXAUTUSD-PERP
−26.83%
3d avg:+7.21%
SHORT BloFin · now
+21.15%
3d avg:+36.20%
Entry Spread Now
−0.016%
NeutralL 4,254.7 · S 4,254
24h range −0.08%…+0.03% · median −0.01%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.21
−0.04%
$Avg Daily PnL
+$7.94
+0.0794%
★Best Day
+$10.04
Sep 25
◎Open Interest
⚡Funding APR
+28.96%
annualized · funding only
⚠Execution Cost
−$28.02
entry + exit fees
⏱Payback
3.5d
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 (−$28.02 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.