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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
+69.91%
30d Period Avg−55.76%
swing±103.24%
LONG Variational · now
−30.51%
30d avg:−0.34%
SHORT Crypto.com · nowSUSHIUSD-PERP
+39.40%
30d avg:−56.10%
Entry Spread Now
+0.241%
In your favorL 0.2696 · S 0.2702+$24.11 if it converges
24h range −0.04%…+1.01% · median +0.26%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$466.41
−4.66%
$Avg Daily PnL
−$15.21
−0.1521%
★Best Day
+$40.39
Sep 30
◎Open Interest
⚡Funding APR
−55.53%
annualized · funding only
⚠Execution Cost
−$10.00
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.