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updated —CROSS Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.30%
30d Period Avg+4.55%
swing±26.65%
LONG Bybit · now
−16.35%
30d avg:+6.67%
SHORT Binance Futures · now
+10.96%
30d avg:+11.22%
Entry Spread Now
+0.012%
NeutralL 0.1083 · S 0.1083
24h range −1.05%…+0.50% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$16.41
+0.16%
$Avg Daily PnL
+$1.25
+0.0125%
★Best Day
+$22.63
Nov 12
◎Open Interest
Bybit$285.2K
Binance Futures$798.5K⚡Funding APR
+4.55%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
16.8d
to break even
◧24h Volume
Bybit$165.0KBinance Futures$1.19MLoading 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.