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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 ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+471.21%
3d Period Avg+354.99%
swing±119.68%
LONG Crypto.com · nowSEIUSD-PERP
−122.10%
3d avg:−26.86%
SHORT dYdX · now
+349.11%
3d avg:+328.13%
Entry Spread Now
+0.089%
Eaten by executionL 0.07152 · S 0.07158+$8.93 if it converges
24h range −0.52%…+0.76% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$29.85
−0.30%
$Avg Daily PnL
+$97.19
+0.9719%
★Best Day
+$112.80
Sep 29
◎Open Interest
⚡Funding APR
+354.75%
annualized · funding only
⚠Execution Cost
−$321.42
entry + exit fees
⏱Payback
3.3d
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 (−$321.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.