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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 ~3.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+91.12%
3d Period Avg+34.89%
swing±63.58%
LONG dYdX · now
+48.87%
3d avg:+11.11%
SHORT Crypto.com · nowTAOUSD-PERP
+139.99%
3d avg:+46.00%
Entry Spread Now
+0.132%
Eaten by executionL 318.3703 · S 318.7900+$13.18 if it converges
24h range −0.38%…+0.63% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$56.28
−0.56%
$Avg Daily PnL
+$9.27
+0.0927%
★Best Day
+$17.10
Sep 26
◎Open Interest
⚡Funding APR
+33.83%
annualized · funding only
⚠Execution Cost
−$84.09
entry + exit fees
⏱Payback
9.1d
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 (−$84.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.