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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−82.55%
3d Period Avg−12.51%
swing±34.09%
LONG Bitunix · now
+1.82%
3d avg:+5.56%
SHORT Crypto.com · nowAAVEUSD-PERP
−80.73%
3d avg:−6.95%
Entry Spread Now
+0.117%
Eaten by executionL 179.9800 · S 180.1910+$11.72 if it converges
24h range −0.35%…+0.46% · median +0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$34.58
−0.35%
$Avg Daily PnL
−$3.42
−0.0342%
★Best Day
+$2.48
Oct 1
◎Open Interest
⚡Funding APR
−12.50%
annualized · funding only
⚠Execution Cost
−$24.31
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 (−$24.31 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.