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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 ~1.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.34%
3d Period Avg+36.27%
swing±55.53%
LONG Variational · nowUS500
+0.00%
3d avg:+3.94%
SHORT Crypto.com · nowSPYUSD-PERP
+42.34%
3d avg:+40.21%
Entry Spread Now
−0.064%
Against youL ask 769.8200 · S bid 769.3300−$6.37 at entry
24h range −0.15%…+0.04% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$10.52
+0.11%
$Avg Daily PnL
+$9.81
+0.0981%
★Best Day
+$22.00
Oct 19
◎Open Interest
Variational$21.75M
Crypto.com$521.3K⚡Funding APR
+35.82%
annualized · funding only
⚠Execution Cost
−$18.92
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Variational$3.18MCrypto.com$54.3KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$18.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.