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updated 7:09:20 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.30%
30d Period Avg+63.30%
swing±71.19%
LONG Bybit · now
+0.00%
30d avg:+5.18%
SHORT Paragon · nowpara:AVGO
+54.30%
30d avg:+68.48%
Entry Spread Now
+0.058%
Eaten by executionL 360.3000 · S 360.5100+$5.83 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
+$456.51
+4.57%
$Avg Daily PnL
+$16.75
+0.1675%
★Best Day
+$46.24
Aug 23
◎Open Interest
Bybit$5.55M
Paragon$2.41M⚡Funding APR
+61.13%
annualized · funding only
⚠Execution Cost
−$62.68
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Bybit$9.90MParagon$986.2KLoading 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 (−$62.68 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.