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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β15.92%
3d Period Avgβ23.35%
swingΒ±52.29%
LONG Bybit Β· now
β12.30%
3d avg:β8.69%
SHORT Crypto.com Β· nowPROVEUSD-PERP
β28.22%
3d avg:β32.04%
Entry Spread Now
+0.102%
Eaten by executionL 0.1956 Β· S 0.1958+$10.22 if it converges
24h range β0.25%β¦+0.10% Β· median β0.05%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$40.49
β0.40%
$Avg Daily PnL
β$6.50
β0.0650%
β
Best Day
+$3.17
Oct 11
βOpen Interest
Bybit$1.26M
Crypto.com$2.4Kβ‘Funding APR
β23.72%
annualized Β· funding only
β Execution Cost
β$21.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bybit$558.0KCrypto.com$355Loading Cumulative PnLβ¦
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 (β$21.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.