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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 ~6.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.37%
3d Period Avg+5.67%
swing±29.62%
LONG Crypto.com · nowADAUSD-PERP
−14.42%
3d avg:−2.15%
SHORT Bybit · now
+10.96%
3d avg:+3.52%
Entry Spread Now
−0.053%
Against youL ask 0.2453 · S bid 0.2452−$5.30 at entry
24h range −0.18%…+0.17% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$34.86
−0.35%
$Avg Daily PnL
+$2.30
+0.0230%
★Best Day
+$7.83
Oct 3
◎Open Interest
⚡Funding APR
+8.39%
annualized · funding only
⚠Execution Cost
−$41.76
entry + exit fees
⏱Payback
18.2d
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 + live L2 orderbook slippage on both legs (−$41.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.