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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
−156.93%
30d Period Avg+43.94%
swing±182.52%
LONG Crypto.com · nowORDERUSD-PERP
+269.90%
30d avg:+25.42%
SHORT WOOFi Pro · nowPERP_ORDER_USDC
+112.97%
30d avg:+69.36%
Entry Spread Now
+0.591%
In your favorL 0.04058 · S 0.04082+$59.14 if it converges
24h range −0.12%…+0.47% · median +0.15%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$291.78
+2.92%
$Avg Daily PnL
+$12.68
+0.1268%
★Best Day
+$32.49
Sep 5
◎Open Interest
⚡Funding APR
+46.28%
annualized · funding only
⚠Execution Cost
−$88.60
entry + exit fees
⏱Payback
7.0d
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 (−$88.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.