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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 ~6.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.31%
3d Period Avg+19.01%
swing±20.27%
LONG Crypto.com · nowETHUSD-PERP
+0.28%
3d avg:+4.21%
SHORT WOOFi Pro · nowPERP_ETH_USDC
+9.58%
3d avg:+23.22%
Entry Spread Now
−0.091%
Against youL ask 2,689.4 · S bid 2,686.95−$9.11 at entry
24h range −0.11%…+0.18% · median +0.06%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$2.94
−0.03%
$Avg Daily PnL
+$4.71
+0.0471%
★Best Day
+$9.09
Sep 30
◎Open Interest
⚡Funding APR
+17.18%
annualized · funding only
⚠Execution Cost
−$17.06
entry + exit fees
⏱Payback
3.6d
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 + live L2 orderbook slippage on both legs (−$17.06 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.