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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 ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2066.77%
30d Period Avg+35.82%
swing±111.23%
LONG Bybit · now
−2199.63%
30d avg:−1.13%
SHORT Crypto.com · nowORCAUSD-PERP
−132.86%
30d avg:+34.69%
Entry Spread Now
+0.414%
In your favorL 2.0997 · S 2.1084+$41.43 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
+$274.48
+2.74%
$Avg Daily PnL
+$9.85
+0.0985%
★Best Day
+$41.14
Sep 16
◎Open Interest
⚡Funding APR
+35.95%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.1d
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.