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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 ~3.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.86%
30d Period Avg−12.85%
swing±26.19%
LONG Crypto.com · nowEWYUSD-PERP
−17.33%
30d avg:+19.34%
SHORT grvt · nowEWY_USDT_Perp
+9.53%
30d avg:+6.49%
Entry Spread Now
+0.082%
Eaten by executionL 185.0500 · S 185.2012+$8.17 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
−$144.84
−1.45%
$Avg Daily PnL
−$4.02
−0.0402%
★Best Day
+$6.94
Sep 15
◎Open Interest
⚡Funding APR
−14.67%
annualized · funding only
⚠Execution Cost
−$24.24
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 (−$24.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.