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updated —ZRO Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+82.64%
30d Period Avg+5.28%
swing±43.58%
LONG Crypto.com · nowZROUSD-PERP
−40.16%
30d avg:+24.97%
SHORT BloFin · now
+42.48%
30d avg:+30.25%
Entry Spread Now
+0.126%
In your favorL 1.5139 · S 1.5158+$12.55 if it converges
24h range −1.74%…+1.51% · median +0.02%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$23.85
+0.24%
$Avg Daily PnL
+$1.53
+0.0153%
★Best Day
+$18.97
Nov 5
◎Open Interest
Crypto.com$13.9K
BloFin$1.10M⚡Funding APR
+5.58%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
14.4d
to break even
◧24h Volume
Crypto.com$44.4KBloFin$205.3KLoading 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.