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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−41.84%
3d Period Avg−51.48%
swing±46.79%
LONG Variational · now
+33.27%
3d avg:+14.16%
SHORT Crypto.com · nowAKTUSD-PERP
−8.57%
3d avg:−37.32%
Entry Spread Now
−0.269%
Against youL 0.6511 · S 0.6493−$26.88 if it converges
24h range −0.80%…+0.65% · median −0.24%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$52.29
−0.52%
$Avg Daily PnL
−$14.10
−0.1410%
★Best Day
−$8.09
Sep 30
◎Open Interest
⚡Funding APR
−51.45%
annualized · funding only
⚠Execution Cost
−$10.00
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.