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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+239.48%
30d Period Avg+83.21%
swing±203.59%
LONG Bybit · now
−3325.66%
30d avg:+30.73%
SHORT Crypto.com · nowARKUSD-PERP
−3086.18%
30d avg:+113.94%
Entry Spread Now
−0.315%
Against youL 0.2445 · S 0.2437−$31.49 if it converges
24h range −13.85%…+6.67% · median −0.36%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 25%, short 82% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$698.62
+6.99%
$Avg Daily PnL
+$23.99
+0.2399%
★Best Day
+$63.61
Sep 15
◎Open Interest
⚡Funding APR
+87.55%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
21.1h
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.