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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 ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+63.76%
3d Period Avg+22.99%
swing±33.87%
LONG Crypto.com · nowAAVEUSD-PERP
−57.80%
3d avg:−6.23%
SHORT BloFin · now
+5.96%
3d avg:+16.76%
Entry Spread Now
+0.067%
Eaten by executionL 178.5510 · S 178.6700+$6.66 if it converges
24h range −0.42%…+0.28% · median −0.03%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.17
−0.10%
$Avg Daily PnL
+$5.25
+0.0525%
★Best Day
+$7.75
Sep 30
◎Open Interest
⚡Funding APR
+19.17%
annualized · funding only
⚠Execution Cost
−$25.93
entry + exit fees
⏱Payback
4.9d
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 (−$25.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.