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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%
30d Period Avg+147.17%
swing±159.27%
LONG Bybit · now
+10.96%
30d avg:−0.39%
SHORT Crypto.com · nowDBRUSD-PERP
+1039.45%
30d avg:+146.78%
Entry Spread Now
−0.167%
Against youL 0.01913 · S 0.01910−$16.73 if it converges
24h range −0.74%…+0.68% · median +0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1030.26
+10.30%
$Avg Daily PnL
+$35.04
+0.3504%
★Best Day
+$100.79
Sep 27
◎Open Interest
⚡Funding APR
+127.90%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
14.4h
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.