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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%
30d Period Avg+55.71%
swing±68.50%
LONG Bybit · now
+0.00%
30d avg:+0.00%
SHORT Crypto.com · nowWMTUSD-PERP
+207.43%
30d avg:+55.71%
Entry Spread Now
−0.248%
Against youL 105.0300 · S 104.7700−$24.75 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
+$435.29
+4.35%
$Avg Daily PnL
+$15.21
+0.1521%
★Best Day
+$61.53
Sep 8
◎Open Interest
⚡Funding APR
+55.51%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.4d
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 + 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.