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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+126.80%
30d Period Avg+63.03%
swing±140.18%
LONG Crypto.com · nowMINAUSD-PERP
−115.85%
30d avg:−56.57%
SHORT Variational · now
+10.96%
30d avg:+6.46%
Entry Spread Now
−0.014%
NeutralL 0.1476 · S 0.1475
24h range −1.40%…+0.90% · median +0.03%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$494.33
+4.94%
$Avg Daily PnL
+$16.81
+0.1681%
★Best Day
+$79.30
Sep 5
◎Open Interest
⚡Funding APR
+61.36%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
14.2h
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.