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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 ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.33%
3d Period Avg+50.44%
swing±48.06%
LONG BloFin · nowCOPPER-USDT
+9.93%
3d avg:+8.51%
SHORT Crypto.com · nowXCUUSD-PERP
+61.26%
3d avg:+58.95%
Entry Spread Now
−0.194%
Against youL 6.5620 · S 6.5493−$19.35 if it converges
24h range −0.35%…+0.13% · median −0.12%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$20.73
+0.21%
$Avg Daily PnL
+$14.24
+0.1424%
★Best Day
+$19.16
Sep 29
◎Open Interest
⚡Funding APR
+51.99%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.5d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.