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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 ~2.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.91%
3d Period Avg+11.03%
swing±31.70%
LONG Crypto.com · nowSNDKUSD-PERP
−26.96%
3d avg:−0.20%
SHORT WOOFi Pro · nowPERP_SNDK_USDC_mythos
+10.96%
3d avg:+10.83%
Entry Spread Now
−0.068%
Eaten by executionL 1,783.55 · S 1,782.33−$6.84 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
−$22.35
−0.22%
$Avg Daily PnL
+$2.72
+0.0272%
★Best Day
+$4.18
Oct 1
◎Open Interest
⚡Funding APR
+9.94%
annualized · funding only
⚠Execution Cost
−$30.52
entry + exit fees
⏱Payback
11.2d
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 (−$30.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.