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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−161.42%
3d Period Avg+25.97%
swing±135.07%
LONG Crypto.com · nowTTWOUSD-PERP
+192.47%
3d avg:+53.40%
SHORT Paragon · nowpara:TTWO
+31.05%
3d avg:+79.37%
Entry Spread Now
+0.012%
NeutralL 208.5800 · S 208.6055
24h range −0.26%…+0.38% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$70.75
−0.71%
$Avg Daily PnL
+$4.89
+0.0489%
★Best Day
+$21.50
Oct 1
◎Open Interest
⚡Funding APR
+17.86%
annualized · funding only
⚠Execution Cost
−$85.43
entry + exit fees
⏱Payback
17.4d
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 (−$85.43 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.