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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 ~7.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.76%
1d Period Avg+39.08%
swing±17.07%
LONG Crypto.com · nowAVAXUSD-PERP
−15.76%
1d avg:−17.74%
SHORT WOOFi Pro · nowPERP_AVAX_USDC
+32.00%
1d avg:+21.34%
Entry Spread Now
−0.018%
Against youL ask 10.9160 · S bid 10.9140−$1.83 at entry
24h range −0.24%…+0.35% · median +0.06%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$94.51
−0.95%
$Avg Daily PnL
+$4.70
+0.0470%
★Best Day
+$2.82
Oct 2
◎Open Interest
⚡Funding APR
+17.15%
annualized · funding only
⚠Execution Cost
−$99.21
entry + exit fees
⏱Payback
21.1d
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 + live L2 orderbook slippage on both legs (−$99.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.