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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β149.75%
3d Period Avgβ107.40%
swingΒ±88.31%
LONG Crypto.com Β· nowICPUSD-PERP
+126.58%
3d avg:+96.76%
SHORT Variational Β· now
β23.17%
3d avg:β10.64%
Entry Spread Now
β0.076%
Against youL 3.3703 Β· S 3.3677β$7.64 if it converges
24h range β0.47%β¦+1.44% Β· median β0.17%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$109.13
β1.09%
$Avg Daily PnL
β$33.04
β0.3304%
β
Best Day
+$0.42
Oct 1
βOpen Interest
β‘Funding APR
β120.61%
annualized Β· funding only
β Execution Cost
β$10.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$10.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.