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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 ~14d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.60%
3d Period Avg+23.63%
swing±86.25%
LONG WEEX · now
−10.03%
3d avg:−6.89%
SHORT Paragon · nowpara:CRDO
+6.57%
3d avg:+16.74%
Entry Spread Now
−0.082%
Eaten by executionL 211.4400 · S 211.2657−$8.24 if it converges
24h range −0.44%…+0.07% · median −0.19%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$39.12
−0.39%
$Avg Daily PnL
+$8.01
+0.0801%
★Best Day
+$20.80
Sep 27
◎Open Interest
⚡Funding APR
+29.22%
annualized · funding only
⚠Execution Cost
−$63.14
entry + exit fees
⏱Payback
7.9d
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 (−$63.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.