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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+601.48%
3d Period Avg+61.00%
swing±59.15%
LONG Bybit · now
−734.35%
3d avg:−15.08%
SHORT Crypto.com · nowORCAUSD-PERP
−132.86%
3d avg:+45.92%
Entry Spread Now
+0.186%
In your favorL 2.0480 · S 2.0518+$18.55 if it converges
24h range −5.19%…+0.99% · median +0.06%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$30.68
+0.31%
$Avg Daily PnL
+$17.23
+0.1723%
★Best Day
+$21.68
Oct 4
◎Open Interest
⚡Funding APR
+62.88%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.2d
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.