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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+267.94%
7d Period Avg+157.68%
swing±151.26%
LONG Variational · now
−158.58%
7d avg:−99.92%
SHORT Crypto.com · nowIMXUSD-PERP
+109.37%
7d avg:+57.76%
Entry Spread Now
+0.393%
In your favorL 0.1855 · S 0.1863+$39.34 if it converges
24h range −1.09%…+1.31% · median +0.30%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$292.10
+2.92%
$Avg Daily PnL
+$43.16
+0.4316%
★Best Day
+$86.08
Sep 30
◎Open Interest
⚡Funding APR
+157.52%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
5.5h
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.