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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 ~5.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.24%
30d Period Avg−15.37%
swing±63.02%
LONG Crypto.com · nowAVAXUSD-PERP
−32.48%
30d avg:+28.57%
SHORT WOOFi Pro · nowPERP_AVAX_USDC
+27.76%
30d avg:+13.20%
Entry Spread Now
−0.037%
Against youL ask 10.9190 · S bid 10.9150−$3.66 at entry
24h range −0.28%…+0.35% · median +0.03%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$218.82
−2.19%
$Avg Daily PnL
−$4.12
−0.0412%
★Best Day
+$17.93
Sep 25
◎Open Interest
⚡Funding APR
−15.03%
annualized · funding only
⚠Execution Cost
−$95.29
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 + live L2 orderbook slippage on both legs (−$95.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.