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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%
30d Period Avg+52.80%
swing±80.79%
LONG Bybit · now
+0.00%
30d avg:+0.31%
SHORT Crypto.com · nowADBEUSD-PERP
+150.84%
30d avg:+53.11%
Entry Spread Now
+0.067%
Eaten by executionL 240.1700 · S 240.3300+$6.66 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
+$413.88
+4.14%
$Avg Daily PnL
+$14.50
+0.1450%
★Best Day
+$53.73
Sep 8
◎Open Interest
⚡Funding APR
+52.91%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.4d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.