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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β826.69%
3d Period Avgβ69.34%
swingΒ±112.78%
LONG Bybit Β· now
+10.96%
3d avg:β39.07%
SHORT Crypto.com Β· nowMETUSD-PERP
β815.73%
3d avg:β108.41%
Entry Spread Now
+0.346%
In your favorL 0.4629 Β· S 0.4645+$34.56 if it converges
24h range β2.81%β¦+4.28% Β· median +0.00%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$54.83
β0.55%
$Avg Daily PnL
β$11.28
β0.1128%
β
Best Day
+$31.74
Oct 8
βOpen Interest
Bybit$15.60M
Crypto.com$8.0Kβ‘Funding APR
β41.16%
annualized Β· funding only
β Execution Cost
β$21.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bybit$144.91MCrypto.com$29.1KLoading Cumulative PnLβ¦
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 (β$21.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.