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updated —CRV Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+144.25%
3d Period Avg+64.29%
swing±44.93%
LONG Backpack · nowCRV_USDC_PERP
−71.05%
3d avg:−10.95%
SHORT Aftermath · now
+73.20%
3d avg:+53.34%
Entry Spread Now
−0.021%
Eaten by executionL 0.2247 · S 0.2246−$2.14 if it converges
24h range −0.37%…+0.70% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$8.93
+0.09%
$Avg Daily PnL
+$17.60
+0.1760%
★Best Day
+$26.24
Nov 13
◎Open Interest
Backpack$35.5K
Aftermath$8.1K⚡Funding APR
+64.24%
annualized · funding only
⚠Execution Cost
−$43.87
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
Backpack$74.6KAftermath$114.9KLoading 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 (−$43.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.