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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 ~8.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.43%
3d Period Avg+17.41%
swing±49.21%
LONG Crypto.com · nowWLDUSD-PERP
−24.00%
3d avg:−5.18%
SHORT dYdX · now
+3.43%
3d avg:+12.23%
Entry Spread Now
+0.066%
Eaten by executionL 0.5804 · S 0.5808+$6.55 if it converges
24h range −0.37%…+0.44% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$48.97
−0.49%
$Avg Daily PnL
+$4.77
+0.0477%
★Best Day
+$11.54
Oct 3
◎Open Interest
⚡Funding APR
+17.40%
annualized · funding only
⚠Execution Cost
−$63.27
entry + exit fees
⏱Payback
13.3d
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 (−$63.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.