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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−85.24%
30d Period Avg−18.14%
swing±58.42%
LONG Crypto.com · nowUSARUSD-PERP
+126.31%
30d avg:+36.19%
SHORT trade[XYZ] · nowxyz:USAR
+41.07%
30d avg:+18.05%
Entry Spread Now
+0.266%
In your favorL 14.2900 · S 14.3280+$26.59 if it converges
24h range −0.25%…+0.32% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$177.04
−1.77%
$Avg Daily PnL
−$4.97
−0.0497%
★Best Day
+$16.61
Sep 29
◎Open Interest
⚡Funding APR
−18.13%
annualized · funding only
⚠Execution Cost
−$28.00
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.