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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+94.80%
30d Period Avg+28.57%
swing±32.42%
LONG TxFlow · now
−83.84%
30d avg:−18.74%
SHORT Bybit · nowICPPERP
+10.96%
30d avg:+9.83%
Entry Spread Now
+0.069%
Eaten by executionL 2.9090 · S 2.9110+$6.88 if it converges
24h range −0.34%…+0.86% · median +0.03%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$215.59
+2.16%
$Avg Daily PnL
+$7.85
+0.0785%
★Best Day
+$18.76
Sep 17
◎Open Interest
TxFlow$19.1K
Bybit$31.1K⚡Funding APR
+28.66%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
TxFlow$209.7KBybit$19.4KLoading 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.