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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+147.30%
30d Period Avg+20.24%
swing±54.26%
LONG Pionex · nowCOPPER_USDT_PERP
+1.85%
30d avg:+6.10%
SHORT Crypto.com · nowXCUUSD-PERP
+149.14%
30d avg:+26.34%
Entry Spread Now
−0.102%
Against youL 6.5570 · S 6.5503−$10.22 if it converges
24h range −0.37%…+0.06% · median −0.12%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$144.40
+1.44%
$Avg Daily PnL
+$5.48
+0.0548%
★Best Day
+$24.24
Sep 28
◎Open Interest
⚡Funding APR
+20.00%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.6d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.