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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 ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.68%
30d Period Avg+58.36%
swing±51.47%
LONG Bybit · now
+10.96%
30d avg:+5.67%
SHORT Crypto.com · nowMEUSD-PERP
+34.64%
30d avg:+64.03%
Entry Spread Now
−0.088%
Eaten by executionL 0.07639 · S 0.07632−$8.77 if it converges
24h range −0.23%…+0.47% · median +0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$458.82
+4.59%
$Avg Daily PnL
+$15.99
+0.1599%
★Best Day
+$34.62
Sep 20
◎Open Interest
⚡Funding APR
+58.38%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.3d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.