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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 ~8.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.92%
3d Period Avg−5.65%
swing±48.87%
LONG Crypto.com · nowTZAUSD-PERP
−8.92%
3d avg:+5.65%
SHORT Bybit · now
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.107%
In your favorL 46.9000 · S 46.9500+$10.66 if it converges
24h range −0.37%…+0.74% · median +0.02%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$21.70
−0.22%
$Avg Daily PnL
−$0.23
−0.0023%
★Best Day
+$8.11
Oct 1
◎Open Interest
⚡Funding APR
−0.85%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
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.