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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 ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.40%
30d Period Avg+0.69%
swing±8.87%
LONG Bybit · now
−21.39%
30d avg:+6.92%
SHORT Extended · now
+7.01%
30d avg:+7.61%
Entry Spread Now
−0.041%
Eaten by executionL 0.4456 · S 0.4454−$4.11 if it converges
24h range −0.84%…+0.93% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$10.15
−0.10%
$Avg Daily PnL
+$0.20
+0.0020%
★Best Day
+$3.26
Sep 17
◎Open Interest
Bybit$16.83M
Extended$255.5K⚡Funding APR
+0.71%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
2.7mo
to break even
◧24h Volume
Bybit$14.93MExtended$6.73MLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.