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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 ~3.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+62.56%
3d Period Avg+33.00%
swing±43.20%
LONG Crypto.com · nowAAVEUSD-PERP
−51.60%
3d avg:−22.04%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.023%
Eaten by executionL 180.7610 · S 180.7195−$2.30 if it converges
24h range −0.22%…+0.31% · median −0.06%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$34.85
−0.35%
$Avg Daily PnL
+$8.49
+0.0849%
★Best Day
+$18.29
Oct 3
◎Open Interest
⚡Funding APR
+30.97%
annualized · funding only
⚠Execution Cost
−$60.31
entry + exit fees
⏱Payback
7.1d
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 (−$60.31 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.