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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%
30d Period Avg−7.12%
swing±30.21%
LONG Crypto.com · nowEWYUSD-PERP
−17.33%
30d avg:+19.80%
SHORT TxFlow · now
+10.96%
30d avg:+12.68%
Entry Spread Now
−0.016%
NeutralL 185.3600 · S 185.3300
24h range −0.21%…+0.29% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.015%/taker0.045%
Limited funding history — chart clipped to available data
- TxFlow (Short): data starts Sep 14, 2026 (17d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$133.73
−1.34%
$Avg Daily PnL
−$3.82
−0.0382%
★Best Day
+$3.51
Sep 26
◎Open Interest
⚡Funding APR
−13.96%
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.