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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.76%
3d Period Avg−44.02%
swing±82.55%
LONG Variational · now
+10.96%
3d avg:−6.93%
SHORT Crypto.com · nowBERAUSD-PERP
+6.20%
3d avg:−50.95%
Entry Spread Now
+0.231%
In your favorL 0.2379 · S 0.2384+$23.12 if it converges
24h range −1.08%…+0.82% · median +0.06%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$45.06
−0.45%
$Avg Daily PnL
−$11.69
−0.1169%
★Best Day
+$1.21
Oct 1
◎Open Interest
⚡Funding APR
−42.65%
annualized · funding only
⚠Execution Cost
−$10.00
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 + fees only (orderbook snapshot stale) on both legs (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.