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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+470.02%
30d Period Avg+72.23%
swing±170.29%
LONG QFEX · now
−18.99%
30d avg:−2.16%
SHORT Crypto.com · nowZMUSD-PERP
+451.03%
30d avg:+70.07%
Entry Spread Now
−0.328%
Against youL 91.5000 · S 91.2000−$32.79 if it converges
24h range −0.19%…+0.94% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$528.97
+5.29%
$Avg Daily PnL
+$18.63
+0.1863%
★Best Day
+$52.51
Sep 23
◎Open Interest
⚡Funding APR
+68.01%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
1.6d
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.