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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
+239.08%
3d Period Avg+114.64%
swing±40.85%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT Crypto.com · nowAXTIUSD-PERP
+239.08%
3d avg:+114.64%
Entry Spread Now
−0.099%
Eaten by executionL 80.7400 · S 80.6600−$9.91 if it converges
24h range −2.73%…+1.61% · median +0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$72.67
+0.73%
$Avg Daily PnL
+$31.22
+0.3122%
★Best Day
+$33.27
Sep 29
◎Open Interest
⚡Funding APR
+113.97%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
16.1h
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.