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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+198.18%
3d Period Avg−71.11%
swing±173.87%
LONG WEEX · now
−11.59%
3d avg:−10.69%
SHORT Crypto.com · nowRIVNUSD-PERP
+186.59%
3d avg:−81.80%
Entry Spread Now
+0.000%
NeutralL 15.0900 · S 15.0900
24h range −0.20%…+0.46% · median +0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$86.65
−0.87%
$Avg Daily PnL
−$20.22
−0.2022%
★Best Day
+$15.60
Oct 1
◎Open Interest
⚡Funding APR
−73.80%
annualized · funding only
⚠Execution Cost
−$26.00
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.