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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−198.90%
3d Period Avg+40.43%
swing±215.45%
LONG Crypto.com · nowORDERUSD-PERP
+269.90%
3d avg:+56.95%
SHORT WOOFi Pro · nowPERP_ORDER_USDC
+71.00%
3d avg:+97.38%
Entry Spread Now
+0.467%
Eaten by executionL 0.04068 · S 0.04087+$46.71 if it converges
24h range −0.12%…+0.47% · median +0.10%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$69.11
−0.69%
$Avg Daily PnL
+$11.49
+0.1149%
★Best Day
+$21.58
Sep 29
◎Open Interest
⚡Funding APR
+41.92%
annualized · funding only
⚠Execution Cost
−$103.57
entry + exit fees
⏱Payback
9.0d
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 (−$103.57 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.