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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+177.31%
3d Period Avg+6.10%
swing±77.84%
LONG Bybit · now
−21.07%
3d avg:−0.68%
SHORT Crypto.com · nowPLTRUSD-PERP
+156.24%
3d avg:+5.42%
Entry Spread Now
+0.086%
Eaten by executionL 186.9600 · S 187.1200+$8.56 if it converges
24h range −0.25%…+0.25% · median +0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.61
−0.20%
$Avg Daily PnL
+$0.46
+0.0046%
★Best Day
+$15.12
Oct 1
◎Open Interest
⚡Funding APR
+1.69%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.5mo
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.