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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.43%
3d Period Avg+10.74%
swing±19.64%
LONG Crypto.com · nowMRVLUSD-PERP
−21.99%
3d avg:−4.96%
SHORT Polymarket · now
+17.44%
3d avg:+5.78%
Entry Spread Now
−0.077%
Eaten by executionL 259.7400 · S 259.5400−$7.70 if it converges
24h range −0.47%…+0.54% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.013%/taker0.040%
Loading Funding History…
↗Total PnL
−$9.18
−0.09%
$Avg Daily PnL
+$2.94
+0.0294%
★Best Day
+$4.45
Oct 1
◎Open Interest
⚡Funding APR
+10.73%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
6.1d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.