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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
+239.97%
30d Period Avg+17.99%
swing±117.80%
LONG Bybit · now
+0.00%
30d avg:+19.75%
SHORT Aftermath · now
+239.97%
30d avg:+37.74%
Entry Spread Now
+2.775%
In your favorL 3.3970 · S 3.4912+$277.45 if it converges
24h range −0.83%…+3.84% · median +0.28%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker-0.005%/taker0.045%
Limited funding history — chart clipped to available data
- Bybit (Long): data starts Sep 21, 2026 (10d available out of 30d requested)
- Aftermath (Short): data starts Sep 14, 2026 (16d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 33%, short 54% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$177.54
+1.78%
$Avg Daily PnL
+$10.97
+0.1097%
★Best Day
+$67.89
Sep 20
◎Open Interest
Bybit$59.9K
Aftermath$4.5K⚡Funding APR
+40.06%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
Bybit$258.7KAftermath$1.2KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.