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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 ~6.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+125.84%
1d Period Avg+132.60%
swing±12.35%
LONG dYdX · now
+0.00%
1d avg:+0.17%
SHORT Crypto.com · nowWLDUSD-PERP
+125.84%
1d avg:+132.77%
Entry Spread Now
+0.179%
Eaten by executionL 0.5432 · S 0.5442+$17.87 if it converges
24h range −1.50%…+0.88% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$179.98
−1.80%
$Avg Daily PnL
+$36.74
+0.3674%
★Best Day
+$34.79
Sep 27
◎Open Interest
⚡Funding APR
+134.11%
annualized · funding only
⚠Execution Cost
−$216.72
entry + exit fees
⏱Payback
5.9d
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 (−$216.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.