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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+429.89%
3d Period Avg+0.78%
swing±227.24%
LONG Entropy · nowio:GPRO
−222.84%
3d avg:+45.91%
SHORT Crypto.com · nowGPROUSD-PERP
+207.05%
3d avg:+46.69%
Entry Spread Now
−0.062%
Eaten by executionL 1.2908 · S 1.2900−$6.20 if it converges
24h range −0.52%…+0.46% · median +0.27%
Long pays every1hShort pays every1h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$240.99
−2.41%
$Avg Daily PnL
−$0.69
−0.0069%
★Best Day
+$14.78
Oct 1
◎Open Interest
⚡Funding APR
−2.52%
annualized · funding only
⚠Execution Cost
−$238.92
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 (−$238.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.