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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.03%
30d Period Avg+13.08%
swing±22.51%
LONG TxFlow · now
−47.07%
30d avg:−6.81%
SHORT Bybit · nowETCPERP
+10.96%
30d avg:+6.27%
Entry Spread Now
−0.011%
NeutralL 8.7200 · S 8.7190
24h range −0.17%…+0.75% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$90.70
+0.91%
$Avg Daily PnL
+$3.69
+0.0369%
★Best Day
+$12.99
Sep 15
◎Open Interest
⚡Funding APR
+13.47%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
5.4d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.