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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+84.28%
3d Period Avg+9.09%
swing±20.20%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT Bitunix · now
+84.28%
3d avg:+9.09%
Entry Spread Now
+0.284%
In your favorL 11.2780 · S 11.3100+$28.37 if it converges
24h range −0.16%…+0.36% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.54
−0.16%
$Avg Daily PnL
+$2.49
+0.0249%
★Best Day
+$6.25
Sep 30
◎Open Interest
⚡Funding APR
+9.08%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
9.2d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.