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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 ~4.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+74.58%
3d Period Avg+91.24%
swing±31.05%
LONG Aftermath · now
−44.67%
3d avg:−40.73%
SHORT Crypto.com · nowHYPEUSD-PERP
+29.91%
3d avg:+50.51%
Entry Spread Now
−0.003%
NeutralL ask 90.5126 · S bid 90.5100
24h range −0.65%…+0.45% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$25.58
−0.26%
$Avg Daily PnL
+$24.60
+0.2460%
★Best Day
+$27.75
Sep 25
◎Open Interest
⚡Funding APR
+89.79%
annualized · funding only
⚠Execution Cost
−$99.38
entry + exit fees
⏱Payback
4.0d
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 (−$99.38 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.