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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−248.30%
30d Period Avg−70.94%
swing±158.07%
LONG Crypto.com · nowEBAYUSD-PERP
+295.45%
30d avg:+78.55%
SHORT trade[XYZ] · nowxyz:EBAY
+47.15%
30d avg:+7.61%
Entry Spread Now
−0.019%
NeutralL 106.6300 · S 106.6100
24h range −0.21%…+0.17% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Limited funding history — chart clipped to available data
- Crypto.com (Long): data starts Sep 14, 2026 (17d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$293.08
−2.93%
$Avg Daily PnL
−$8.84
−0.0884%
★Best Day
+$18.41
Oct 1
◎Open Interest
⚡Funding APR
−32.25%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.