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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.26%
3d Period Avg−47.92%
swing±60.09%
LONG SoDEX · now
+3.70%
3d avg:−3.57%
SHORT Crypto.com · nowAAVEUSD-PERP
+56.96%
3d avg:−51.49%
Entry Spread Now
+0.010%
NeutralL 163.5400 · S 163.5560
24h range −0.29%…+0.23% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.012%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$57.36
−0.57%
$Avg Daily PnL
−$13.12
−0.1312%
★Best Day
+$2.07
Oct 1
◎Open Interest
⚡Funding APR
−47.88%
annualized · funding only
⚠Execution Cost
−$18.00
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.