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updated 8:28:01 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.04%
3d Period Avg+42.42%
swing±29.88%
LONG Bybit · now
+4.16%
3d avg:+9.33%
SHORT Paragon · nowpara:AVGO
+38.20%
3d avg:+51.75%
Entry Spread Now
−0.069%
Eaten by executionL 361.8900 · S 361.6400−$6.91 if it converges
24h range −0.24%…+0.39% · median −0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$39.19
−0.39%
$Avg Daily PnL
+$8.75
+0.0875%
★Best Day
+$11.02
Sep 2
◎Open Interest
Bybit$5.27M
Paragon$2.43M⚡Funding APR
+31.93%
annualized · funding only
⚠Execution Cost
−$74.18
entry + exit fees
⏱Payback
8.5d
to break even
◧24h Volume
Bybit$9.77MParagon$967.5KLoading 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 (−$74.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.