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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+177.70%
30d Period Avg+36.93%
swing±109.32%
LONG Crypto.com · nowEGLDUSD-PERP
−115.39%
30d avg:−28.26%
SHORT Variational · now
+62.30%
30d avg:+8.67%
Entry Spread Now
−0.430%
Against youL 4.5360 · S 4.5165−$43.00 if it converges
24h range −1.12%…+0.68% · median −0.40%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$343.77
+3.44%
$Avg Daily PnL
+$11.79
+0.1179%
★Best Day
+$42.95
Sep 18
◎Open Interest
⚡Funding APR
+43.04%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
20.4h
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.