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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.05%
30d Period Avg−3.47%
swing±49.12%
LONG OKX · nowPYTH-USDT-SWAP
−3.20%
30d avg:+9.75%
SHORT Crypto.com · nowPYTHUSD-PERP
+45.84%
30d avg:+6.28%
Entry Spread Now
+0.363%
In your favorL 0.07443 · S 0.07470+$36.28 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
−$48.45
−0.48%
$Avg Daily PnL
−$0.95
−0.0095%
★Best Day
+$17.93
Sep 5
◎Open Interest
⚡Funding APR
−3.46%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
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.