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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 ~0.4d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+86.64%
3d Period Avgβ17.05%
swingΒ±57.07%
LONG Variational Β· now
+0.00%
3d avg:+5.35%
SHORT Crypto.com Β· nowDELLUSD-PERP
+86.64%
3d avg:β11.70%
Entry Spread Now
β0.024%
Eaten by executionL 463.9715 Β· S 463.8600β$2.40 if it converges
24h range β0.44%β¦+0.65% Β· median β0.06%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$22.74
β0.23%
$Avg Daily PnL
β$4.25
β0.0425%
β
Best Day
+$0.29
Oct 17
βOpen Interest
β‘Funding APR
β15.50%
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.