← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~22d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.16%
3d Period Avg+19.53%
swing±20.78%
LONG Bybit · now
+0.00%
3d avg:+4.76%
SHORT Arcus · now
+4.16%
3d avg:+24.29%
Entry Spread Now
+0.066%
Eaten by executionL 121.9700 · S 122.0500+$6.56 if it converges
24h range −0.22%…+0.16% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
−$9.80
−0.10%
$Avg Daily PnL
+$3.75
+0.0375%
★Best Day
+$5.58
Sep 21
◎Open Interest
Bybit$11.11M
Arcus$74.6K⚡Funding APR
+13.69%
annualized · funding only
⚠Execution Cost
−$24.80
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
Bybit$10.06MArcus$22.2KLoading 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 (−$24.80 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.