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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~1.5d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+24.88%
3d Period Avgβ11.03%
swingΒ±40.78%
LONG Variational Β· now
+23.90%
3d avg:+5.91%
SHORT Crypto.com Β· nowDELLUSD-PERP
+48.78%
3d avg:β5.12%
Entry Spread Now
β0.219%
Against youL 467.8950 Β· S 466.8700β$21.91 if it converges
24h range β0.50%β¦+0.22% Β· median β0.11%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$19.06
β0.19%
$Avg Daily PnL
β$3.02
β0.0302%
β
Best Day
+$3.22
Oct 17
βOpen Interest
β‘Funding APR
β11.02%
annualized Β· funding only
β Execution Cost
β$10.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$10.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.