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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 ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+70.80%
1d Period Avg+44.06%
swing±17.66%
LONG Extended · now
+0.88%
1d avg:+5.37%
SHORT Crypto.com · nowAVAXUSD-PERP
+71.68%
1d avg:+49.43%
Entry Spread Now
+0.079%
In your favorL ask 8.8320 · S bid 8.8390+$7.93 at entry
24h range −0.75%…+0.69% · median +0.09%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$40.88
−0.41%
$Avg Daily PnL
+$12.01
+0.1201%
★Best Day
+$9.06
Oct 29
◎Open Interest
⚡Funding APR
+43.85%
annualized · funding only
⚠Execution Cost
−$52.89
entry + exit fees
⏱Payback
4.4d
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 (−$52.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.