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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β132.28%
30d Period Avg+47.81%
swingΒ±96.56%
LONG TxFlow Β· now
β156.48%
30d avg:β64.89%
SHORT Crypto.com Β· nowBATUSD-PERP
β288.76%
30d avg:β17.08%
Entry Spread Now
β0.264%
Against youL 0.1062 Β· S 0.1059β$26.37 if it converges
24h range β1.11%β¦+1.51% Β· median +0.19%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
+$373.66
+3.74%
$Avg Daily PnL
+$13.09
+0.1309%
β
Best Day
+$45.76
Sep 14
βOpen Interest
β‘Funding APR
+47.77%
annualized Β· funding only
β Execution Cost
β$19.00
entry + exit fees
β±Payback
1.4d
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$19.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.