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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+329.35%
3d Period Avg+166.52%
swing±139.42%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT Crypto.com · nowUNHUSD-PERP
+329.35%
3d avg:+166.52%
Entry Spread Now
−0.376%
Against youL 369.6700 · S 368.2800−$37.60 if it converges
24h range −0.52%…+0.07% · median −0.26%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$113.87
+1.14%
$Avg Daily PnL
+$44.96
+0.4496%
★Best Day
+$52.65
Sep 30
◎Open Interest
⚡Funding APR
+164.09%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
11.3h
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.