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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+144.03%
30d Period Avg+23.27%
swing±55.52%
LONG BloFin · nowCOPPER-USDT
+5.11%
30d avg:+2.88%
SHORT Crypto.com · nowXCUUSD-PERP
+149.14%
30d avg:+26.15%
Entry Spread Now
−0.137%
Against youL 6.5620 · S 6.5530−$13.72 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
+$169.09
+1.69%
$Avg Daily PnL
+$6.37
+0.0637%
★Best Day
+$25.18
Sep 28
◎Open Interest
⚡Funding APR
+23.25%
annualized · funding only
⚠Execution Cost
−$22.00
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.