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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−48.64%
3d Period Avg+19.34%
swing±26.56%
LONG Crypto.com · nowMSTRUSD-PERP
+48.64%
3d avg:−10.67%
SHORT Bybit · now
+0.00%
3d avg:+8.67%
Entry Spread Now
+0.108%
Eaten by executionL 148.3500 · S 148.5100+$10.79 if it converges
24h range −0.47%…+0.73% · median +0.16%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$20.64
−0.21%
$Avg Daily PnL
+$2.36
+0.0236%
★Best Day
+$3.79
Oct 14
◎Open Interest
⚡Funding APR
+8.61%
annualized · funding only
⚠Execution Cost
−$27.71
entry + exit fees
⏱Payback
11.8d
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 (−$27.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.