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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 ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+78.04%
1d Period Avg+59.03%
swing±19.06%
LONG WOOFi Pro · nowPERP_TAO_USDC
−5.78%
1d avg:−10.89%
SHORT Crypto.com · nowTAOUSD-PERP
+72.26%
1d avg:+48.14%
Entry Spread Now
−0.277%
Against youL 302.7100 · S 301.8700−$27.75 if it converges
24h range −0.21%…+0.36% · median +0.08%
Long pays every4hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.79
−0.14%
$Avg Daily PnL
+$15.18
+0.1518%
★Best Day
+$13.24
Oct 1
◎Open Interest
⚡Funding APR
+55.39%
annualized · funding only
⚠Execution Cost
−$28.97
entry + exit fees
⏱Payback
1.9d
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 (−$28.97 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.