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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+207.43%
3d Period Avg+71.06%
swing±46.49%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT Crypto.com · nowWMTUSD-PERP
+207.43%
3d avg:+71.06%
Entry Spread Now
−0.239%
Against youL 104.6400 · S 104.3900−$23.89 if it converges
24h range −0.31%…+0.06% · median −0.10%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$36.47
+0.36%
$Avg Daily PnL
+$19.16
+0.1916%
★Best Day
+$21.45
Sep 30
◎Open Interest
⚡Funding APR
+69.92%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.1d
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.