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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−42.92%
swing±81.63%
LONG Variational · now
+10.96%
3d avg:−6.42%
SHORT Crypto.com · nowBERAUSD-PERP
+6.20%
3d avg:−49.34%
Entry Spread Now
+0.275%
In your favorL 0.2361 · S 0.2367+$27.54 if it converges
24h range −0.57%…+0.75% · median +0.08%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$44.89
−0.45%
$Avg Daily PnL
−$11.63
−0.1163%
★Best Day
+$1.36
Oct 1
◎Open Interest
⚡Funding APR
−42.45%
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.