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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
+273.09%
30d Period Avg+102.99%
swing±136.67%
LONG Bybit · now
+0.00%
30d avg:+0.05%
SHORT Crypto.com · nowDKNGUSD-PERP
+273.09%
30d avg:+103.04%
Entry Spread Now
+0.052%
Eaten by executionL 19.1000 · S 19.1100+$5.24 if it converges
24h range −0.26%…+0.25% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$822.01
+8.22%
$Avg Daily PnL
+$28.10
+0.2810%
★Best Day
+$91.51
Sep 22
◎Open Interest
⚡Funding APR
+102.57%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
18.0h
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.