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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 ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.08%
3d Period Avg+32.06%
swing±49.14%
LONG Bybit · now
−9.69%
3d avg:+21.93%
SHORT Extended · now
+11.40%
3d avg:+53.99%
Entry Spread Now
+0.006%
NeutralL 0.2156 · S 0.2156
24h range −0.23%…+0.35% · median +0.12%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$9.98
+0.10%
$Avg Daily PnL
+$8.66
+0.0866%
★Best Day
+$13.15
Sep 30
◎Open Interest
Bybit$1.79M
Extended$1.3K⚡Funding APR
+31.60%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Bybit$3.83MExtended$0Loading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.