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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.68%
3d Period Avg+60.68%
swing±17.80%
LONG dYdX · now
+0.00%
3d avg:+0.00%
SHORT Crypto.com · nowAVAXUSD-PERP
+71.68%
3d avg:+60.68%
Entry Spread Now
+0.006%
NeutralL 8.8465 · S 8.8470
24h range −0.30%…+0.61% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$30.30
+0.30%
$Avg Daily PnL
+$16.77
+0.1677%
★Best Day
+$19.83
Oct 27
◎Open Interest
⚡Funding APR
+61.20%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.2d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.