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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+62.30%
3d Period Avg−79.53%
swing±65.28%
LONG Crypto.com · nowZETAUSD-PERP
−47.85%
3d avg:+91.38%
SHORT BloFin · now
+14.45%
3d avg:+11.85%
Entry Spread Now
+0.194%
In your favorL 0.05210 · S 0.05220+$19.39 if it converges
24h range −0.68%…+1.26% · median +0.19%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$82.21
−0.82%
$Avg Daily PnL
−$20.07
−0.2007%
★Best Day
−$6.19
Oct 1
◎Open Interest
⚡Funding APR
−73.25%
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.