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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 ~2.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+129.38%
3d Period Avg+68.97%
swing±34.40%
LONG Bybit · now
+10.96%
3d avg:+5.47%
SHORT Crypto.com · nowUNIUSD-PERP
+140.34%
3d avg:+74.44%
Entry Spread Now
+0.087%
In your favorL ask 9.1080 · S bid 9.1159+$8.67 at entry
24h range −0.12%…+0.55% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$44.88
−0.45%
$Avg Daily PnL
+$18.82
+0.1882%
★Best Day
+$20.57
Oct 3
◎Open Interest
⚡Funding APR
+68.68%
annualized · funding only
⚠Execution Cost
−$101.33
entry + exit fees
⏱Payback
5.4d
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 + live L2 orderbook slippage on both legs (−$101.33 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.