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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 ~4.7d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.55%
3d Period Avg+10.83%
swing±30.65%
LONG Crypto.com · nowXAUTUSD-PERP
−13.51%
3d avg:−3.60%
SHORT Aftermath · now
+14.04%
3d avg:+7.23%
Entry Spread Now
+0.002%
NeutralL ask 4,139.6 · S bid 4,139.69
24h range −0.40%…+0.43% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$26.32
−0.26%
$Avg Daily PnL
+$2.96
+0.0296%
★Best Day
+$3.72
Oct 1
◎Open Interest
Crypto.com$222.2K
Aftermath$97.2K⚡Funding APR
+10.82%
annualized · funding only
⚠Execution Cost
−$35.21
entry + exit fees
⏱Payback
11.9d
to break even
◧24h Volume
Crypto.com$1.25MAftermath$36.2KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$35.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.