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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 ~1004d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.08%
30d Period Avg−18.48%
swing±74.01%
LONG BloFin · now
+9.75%
30d avg:+8.59%
SHORT Crypto.com · nowYFIUSD-PERP
+9.83%
30d avg:−9.89%
Entry Spread Now
+0.038%
Eaten by executionL 2,478 · S 2,478.93+$3.75 if it converges
24h range −0.26%…+0.29% · median +0.05%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$173.92
−1.74%
$Avg Daily PnL
−$5.06
−0.0506%
★Best Day
+$27.22
Sep 26
◎Open Interest
⚡Funding APR
−18.48%
annualized · funding only
⚠Execution Cost
−$22.00
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.