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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 ~5.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.17%
3d Period Avg+9.84%
swing±13.94%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT Bitunix · now
+15.17%
3d avg:+9.84%
Entry Spread Now
+0.074%
Eaten by executionL 905.9500 · S 906.6200+$7.40 if it converges
24h range +0.05%…+0.31% · median +0.15%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.91
−0.15%
$Avg Daily PnL
+$2.70
+0.0270%
★Best Day
+$6.37
Sep 29
◎Open Interest
⚡Funding APR
+9.84%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
8.5d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.