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updated 2:37:21 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+262.19%
30d Period Avg+195.98%
LONG Bybit · now
−251.24%
30d avg:−225.15%
SHORT TxFlow · now
+10.96%
30d avg:−29.17%
Entry Spread Now
−0.094%
Eaten by executionL 0.1386 · S 0.1385−$9.38 if it converges
24h range −0.81%…+0.63% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.015%/taker0.045%
Limited funding history — chart clipped to available data
- TxFlow (Short): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 96%, short 5% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$172.90
+1.73%
$Avg Daily PnL
+$6.22
+0.0622%
★Best Day
+$88.65
Aug 16
◎Open Interest
Bybit$1.42M
TxFlow$10.6K⚡Funding APR
+22.71%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
Bybit$4.23MTxFlow$152.5KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.