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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 ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+75.79%
3d Period Avg+20.96%
swing±34.77%
LONG WOOFi Pro · nowPERP_TAO_USDC
−3.53%
3d avg:−9.01%
SHORT Crypto.com · nowTAOUSD-PERP
+72.26%
3d avg:+11.95%
Entry Spread Now
+0.072%
Eaten by executionL 304.2500 · S 304.4700+$7.23 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
−$14.35
−0.14%
$Avg Daily PnL
+$5.77
+0.0577%
★Best Day
+$14.21
Oct 1
◎Open Interest
⚡Funding APR
+21.06%
annualized · funding only
⚠Execution Cost
−$31.66
entry + exit fees
⏱Payback
5.5d
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 (−$31.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.