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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 ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.28%
3d Period Avg−18.34%
swing±49.23%
LONG Crypto.com · nowEWYUSD-PERP
−17.33%
3d avg:+35.21%
SHORT TxFlow · now
+10.96%
3d avg:+16.87%
Entry Spread Now
+0.271%
In your favorL 184.2800 · S 184.7800+$27.13 if it converges
24h range −0.21%…+0.29% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$34.06
−0.34%
$Avg Daily PnL
−$5.02
−0.0502%
★Best Day
−$0.69
Oct 1
◎Open Interest
⚡Funding APR
−18.33%
annualized · funding only
⚠Execution Cost
−$19.00
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.