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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.12%
3d Period Avg+184.83%
swing±70.18%
LONG Bybit · now
+10.96%
3d avg:−3.31%
SHORT Crypto.com · nowBMTUSD-PERP
+82.07%
3d avg:+181.52%
Entry Spread Now
−0.250%
Against youL 0.01879 · S 0.01874−$25.02 if it converges
24h range −0.58%…+0.40% · median +0.07%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$124.23
+1.24%
$Avg Daily PnL
+$48.41
+0.4841%
★Best Day
+$56.41
Oct 2
◎Open Interest
⚡Funding APR
+176.70%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
10.3h
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.