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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 ~4.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.33%
3d Period Avg+9.44%
swing±33.90%
LONG Crypto.com · nowAAPLUSD-PERP
−21.33%
3d avg:−9.13%
SHORT Variational · now
+0.00%
3d avg:+0.31%
Entry Spread Now
−0.002%
NeutralL ask 340.1900 · S bid 340.1840
24h range −0.17%…+0.45% · median +0.02%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$14.25
−0.14%
$Avg Daily PnL
+$3.11
+0.0311%
★Best Day
+$9.79
Oct 19
◎Open Interest
Crypto.com$33.2K
Variational$2.77M⚡Funding APR
+11.36%
annualized · funding only
⚠Execution Cost
−$23.58
entry + exit fees
⏱Payback
7.6d
to break even
◧24h Volume
Crypto.com$13.8KVariational$3.04MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$23.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.