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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 ~16d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+141.39%
1d Period Avg+201.71%
swing±175.36%
LONG dYdX · now
−0.01%
1d avg:−84.47%
SHORT Crypto.com · nowPUMPUSD-PERP
+141.38%
1d avg:+117.24%
Entry Spread Now
−0.308%
Against youL ask 0.005034 · S bid 0.005019−$30.79 at entry
24h range −1.23%…+0.78% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$581.54
−5.82%
$Avg Daily PnL
+$49.03
+0.4903%
★Best Day
+$47.78
Sep 27
◎Open Interest
⚡Funding APR
+178.97%
annualized · funding only
⚠Execution Cost
−$630.57
entry + exit fees
⏱Payback
12.9d
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 (−$630.57 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.