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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 ~3.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+102.73%
1d Period Avg+63.91%
swing±20.41%
LONG Aftermath · now
−48.28%
1d avg:−17.97%
SHORT Crypto.com · nowHYPEUSD-PERP
+54.45%
1d avg:+45.94%
Entry Spread Now
−0.003%
NeutralL ask 91.7821 · S bid 91.7790
24h range −0.59%…+0.38% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$82.61
−0.83%
$Avg Daily PnL
+$17.81
+0.1781%
★Best Day
+$17.81
Sep 27
◎Open Interest
⚡Funding APR
+65.00%
annualized · funding only
⚠Execution Cost
−$100.42
entry + exit fees
⏱Payback
5.6d
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 + live L2 orderbook slippage on both legs (−$100.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.