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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 ~5.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+132.99%
3d Period Avg+105.49%
swing±39.36%
LONG dYdX · now
+0.00%
3d avg:+0.33%
SHORT Crypto.com · nowWLDUSD-PERP
+132.99%
3d avg:+105.82%
Entry Spread Now
+0.352%
Eaten by executionL 0.5425 · S 0.5444+$35.18 if it converges
24h range −1.50%…+0.88% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$126.07
−1.26%
$Avg Daily PnL
+$28.70
+0.2870%
★Best Day
+$36.23
Sep 27
◎Open Interest
⚡Funding APR
+104.75%
annualized · funding only
⚠Execution Cost
−$212.17
entry + exit fees
⏱Payback
7.4d
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 (−$212.17 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.