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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 ~5.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.33%
3d Period Avg−21.10%
swing±15.11%
LONG Crypto.com · nowEWYUSD-PERP
−17.33%
3d avg:+30.84%
SHORT grvt · nowEWY_USDT_Perp
+0.00%
3d avg:+9.74%
Entry Spread Now
+0.254%
In your favorL 182.5200 · S 182.9834+$25.39 if it converges
24h range −0.16%…+0.50% · median +0.14%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$44.14
−0.44%
$Avg Daily PnL
−$6.77
−0.0677%
★Best Day
−$1.69
Oct 1
◎Open Interest
⚡Funding APR
−24.72%
annualized · funding only
⚠Execution Cost
−$23.82
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 (−$23.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.