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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.25%
3d Period Avg+18.75%
swing±27.65%
LONG Variational · now
+0.00%
3d avg:+0.00%
SHORT Crypto.com · nowCRWVUSD-PERP
+37.25%
3d avg:+18.75%
Entry Spread Now
−0.092%
Against youL 88.3410 · S 88.2600−$9.17 if it converges
24h range −0.66%…+0.35% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$7.40
+0.07%
$Avg Daily PnL
+$5.80
+0.0580%
★Best Day
+$6.46
Sep 30
◎Open Interest
⚡Funding APR
+21.17%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.7d
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.