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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+724.91%
30d Period Avg−10.78%
swing±85.36%
LONG Crypto.com · nowEIGENUSD-PERP
−35.90%
30d avg:−8.22%
SHORT N1 · now
+689.01%
30d avg:−19.00%
Entry Spread Now
+1.866%
In your favorL 0.2465 · S 0.2511+$186.61 if it converges
24h range −3.19%…+2.49% · median −1.89%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$95.02
−0.95%
$Avg Daily PnL
−$2.50
−0.0250%
★Best Day
+$14.53
Sep 14
◎Open Interest
⚡Funding APR
−9.13%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.