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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+150.84%
3d Period Avg+107.18%
swing±65.75%
LONG Bybit · now
+0.00%
3d avg:+3.09%
SHORT Crypto.com · nowADBEUSD-PERP
+150.84%
3d avg:+110.27%
Entry Spread Now
−0.104%
Eaten by executionL 240.3900 · S 240.1400−$10.40 if it converges
24h range −0.29%…+0.25% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$67.79
+0.68%
$Avg Daily PnL
+$29.60
+0.2960%
★Best Day
+$39.27
Sep 30
◎Open Interest
⚡Funding APR
+108.03%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
17.0h
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.