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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 ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.79%
1d Period Avg−10.49%
swing±28.85%
LONG Crypto.com · nowAAVEUSD-PERP
−35.40%
1d avg:+12.50%
SHORT Extended · now
+11.40%
1d avg:+2.01%
Entry Spread Now
−0.140%
Against youL 173.8100 · S 173.5660−$14.04 if it converges
24h range −0.65%…+0.50% · median −0.08%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$26.40
−0.26%
$Avg Daily PnL
−$2.87
−0.0287%
★Best Day
+$0.44
Oct 2
◎Open Interest
⚡Funding APR
−10.49%
annualized · funding only
⚠Execution Cost
−$23.53
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 (−$23.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.