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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 ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.24%
30d Period Avg+14.33%
swing±90.62%
LONG Phoenix · now
+0.32%
30d avg:+45.84%
SHORT Crypto.com · nowVVVUSD-PERP
+86.56%
30d avg:+60.17%
Entry Spread Now
−0.357%
Against youL 30.0020 · S 29.8950−$35.66 if it converges
24h range −4.62%…+5.01% · median −0.10%
Long pays every1hShort pays every1h
LONGmaker0.005%/taker0.035%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$69.67
+0.70%
$Avg Daily PnL
+$3.98
+0.0398%
★Best Day
+$44.43
Sep 4
◎Open Interest
⚡Funding APR
+14.53%
annualized · funding only
⚠Execution Cost
−$49.73
entry + exit fees
⏱Payback
12.5d
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 (−$49.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.