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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 ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.91%
1d Period Avg+29.63%
swing±49.37%
LONG Crypto.com · nowSNDKUSD-PERP
−26.96%
1d avg:−18.67%
SHORT WOOFi Pro · nowPERP_SNDK_USDC_mythos
+10.96%
1d avg:+10.96%
Entry Spread Now
−0.025%
Eaten by executionL 1,783.89 · S 1,783.45−$2.47 if it converges
24h range −0.45%…+0.29% · median +0.03%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$22.99
−0.23%
$Avg Daily PnL
+$5.56
+0.0556%
★Best Day
+$3.51
Oct 1
◎Open Interest
⚡Funding APR
+20.29%
annualized · funding only
⚠Execution Cost
−$28.55
entry + exit fees
⏱Payback
5.1d
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 (−$28.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.