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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.94%
30d Period Avg+19.13%
swing±95.45%
LONG trade[XYZ] · nowxyz:GEV
−6.31%
30d avg:+18.49%
SHORT Crypto.com · nowGEVUSD-PERP
+63.63%
30d avg:+37.62%
Entry Spread Now
−0.058%
Eaten by executionL 958.5800 · S 958.0200−$5.84 if it converges
24h range −0.58%…+0.20% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$125.65
+1.26%
$Avg Daily PnL
+$5.12
+0.0512%
★Best Day
+$31.58
Sep 1
◎Open Interest
⚡Funding APR
+18.69%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
5.5d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.