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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 ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+109.28%
30d Period Avg+57.82%
swing±57.86%
LONG Backpack · nowCRV_USDC_PERP
−33.67%
30d avg:+3.10%
SHORT Aftermath · now
+75.61%
30d avg:+60.92%
Entry Spread Now
+0.018%
NeutralL 0.2245 · S 0.2246
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
+$436.69
+4.37%
$Avg Daily PnL
+$15.83
+0.1583%
★Best Day
+$33.02
Oct 21
◎Open Interest
Backpack$44.3K
Aftermath$8.1K⚡Funding APR
+57.78%
annualized · funding only
⚠Execution Cost
−$38.22
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Backpack$69.3KAftermath$114.8KLoading 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 (−$38.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.