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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 ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.20%
3d Period Avg+39.24%
swing±24.30%
LONG Crypto.com · nowBCHUSD-PERP
−13.45%
3d avg:−29.33%
SHORT dYdX · now
+15.76%
3d avg:+9.91%
Entry Spread Now
+0.002%
NeutralL 310.0900 · S 310.0973
24h range −0.25%…+0.21% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$12.07
+0.12%
$Avg Daily PnL
+$10.69
+0.1069%
★Best Day
+$11.13
Sep 30
◎Open Interest
⚡Funding APR
+39.02%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.9d
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.