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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 ~7.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.63%
30d Period Avg−23.60%
swing±129.76%
LONG Crypto.com · nowTTWOUSD-PERP
+192.47%
30d avg:+73.33%
SHORT Paragon · nowpara:TTWO
+234.10%
30d avg:+49.73%
Entry Spread Now
+0.197%
Eaten by executionL 208.3800 · S 208.7900+$19.68 if it converges
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
−$336.90
−3.37%
$Avg Daily PnL
−$8.38
−0.0838%
★Best Day
+$23.51
Sep 12
◎Open Interest
⚡Funding APR
−30.58%
annualized · funding only
⚠Execution Cost
−$85.60
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 (−$85.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.