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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 ~8.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+6.73%
swing±67.62%
LONG Bybit · now
+0.00%
3d avg:+2.98%
SHORT TxFlow · now
+10.96%
3d avg:+9.71%
Entry Spread Now
+0.012%
NeutralL 1,366.95 · S 1,367.12
24h range −0.27%…+0.13% · median −0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$18.95
−0.19%
$Avg Daily PnL
+$2.04
+0.0204%
★Best Day
+$5.37
Oct 2
◎Open Interest
⚡Funding APR
+7.45%
annualized · funding only
⚠Execution Cost
−$25.08
entry + exit fees
⏱Payback
12.3d
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 (−$25.08 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.