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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−9.36%
3d Period Avg−1.80%
swing±7.28%
LONG Bybit · now
−3.26%
3d avg:+4.64%
SHORT Crypto.com · nowBTCUSD-PERP
−12.62%
3d avg:+2.84%
Entry Spread Now
+0.024%
In your favorL ask 84,773.3 · S bid 84,793.7+$2.41 at entry
24h range −0.08%…+0.38% · median +0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.49
−0.22%
$Avg Daily PnL
−$0.43
−0.0043%
★Best Day
+$0.68
Oct 1
◎Open Interest
⚡Funding APR
−1.57%
annualized · funding only
⚠Execution Cost
−$21.20
entry + exit fees
⏱Payback
never
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 + live L2 orderbook slippage on both legs (−$21.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.