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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 ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.79%
3d Period Avg+31.69%
swing±49.93%
LONG Crypto.com · nowAAVEUSD-PERP
−35.40%
3d avg:−26.50%
SHORT Extended · now
+11.40%
3d avg:+5.19%
Entry Spread Now
−0.106%
Eaten by executionL 174.7470 · S 174.5613−$10.62 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
+$1.45
+0.01%
$Avg Daily PnL
+$8.68
+0.0868%
★Best Day
+$22.27
Sep 29
◎Open Interest
⚡Funding APR
+31.67%
annualized · funding only
⚠Execution Cost
−$24.58
entry + exit fees
⏱Payback
2.8d
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 (−$24.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.