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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1028.49%
3d Period Avg+192.51%
swing±181.98%
LONG Bybit · now
+10.96%
3d avg:+10.82%
SHORT Crypto.com · nowDBRUSD-PERP
+1039.45%
3d avg:+203.33%
Entry Spread Now
+0.000%
NeutralL 0.01912 · S 0.01912
24h range −0.74%…+0.68% · median +0.05%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$89.99
+0.90%
$Avg Daily PnL
+$37.00
+0.3700%
★Best Day
+$52.33
Sep 30
◎Open Interest
⚡Funding APR
+135.04%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
13.7h
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.