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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 ~6.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+11.22%
swing±2.19%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT TxFlow · now
+10.96%
3d avg:+11.22%
Entry Spread Now
+0.154%
In your favorL 12.9800 · S 13.0000+$15.41 if it converges
24h range −0.31%…+0.32% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$10.92
−0.11%
$Avg Daily PnL
+$3.03
+0.0303%
★Best Day
+$3.21
Sep 29
◎Open Interest
⚡Funding APR
+11.05%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
6.6d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.