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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 ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+153.01%
1d Period Avg+115.55%
swing±15.34%
LONG TxFlow · now
−16.69%
1d avg:−7.31%
SHORT Crypto.com · nowNEARUSD-PERP
+136.32%
1d avg:+108.24%
Entry Spread Now
+0.045%
In your favorL ask 4.8320 · S bid 4.8342+$4.55 at entry
24h range −0.26%…+1.11% · median +0.15%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$59.27
−0.59%
$Avg Daily PnL
+$30.51
+0.3051%
★Best Day
+$23.53
Oct 2
◎Open Interest
⚡Funding APR
+111.36%
annualized · funding only
⚠Execution Cost
−$89.78
entry + exit fees
⏱Payback
2.9d
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 (−$89.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.