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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 ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.88%
30d Period Avg−26.98%
swing±72.97%
LONG Bybit · now
+10.96%
30d avg:+9.30%
SHORT Crypto.com · nowNOTUSD-PERP
+42.84%
30d avg:−17.68%
Entry Spread Now
+0.000%
NeutralL 0.0004988 · S 0.0004988
24h range −0.24%…+0.76% · median +0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$240.89
−2.41%
$Avg Daily PnL
−$7.33
−0.0733%
★Best Day
+$22.74
Sep 8
◎Open Interest
⚡Funding APR
−26.75%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
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.