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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.88%
3d Period Avg+30.58%
swing±24.82%
LONG OKX · nowPYTH-USDT-SWAP
−14.75%
3d avg:+4.35%
SHORT Crypto.com · nowPYTHUSD-PERP
+63.14%
3d avg:+34.93%
Entry Spread Now
−0.162%
Against youL 0.07414 · S 0.07402−$16.19 if it converges
24h range −0.53%…+0.55% · median +0.08%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$6.13
+0.06%
$Avg Daily PnL
+$8.71
+0.0871%
★Best Day
+$12.68
Oct 1
◎Open Interest
⚡Funding APR
+31.79%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.3d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.