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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 ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.98%
3d Period Avg+23.44%
swing±11.34%
LONG Bybit · nowCLUSDT
−38.03%
3d avg:−12.46%
SHORT WOOFi Pro · nowPERP_CL_USDC
+10.96%
3d avg:+10.98%
Entry Spread Now
−0.078%
Eaten by executionL 102.3000 · S 102.2200−$7.82 if it converges
24h range −0.26%…+0.08% · median −0.12%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$0.17
+0.00%
$Avg Daily PnL
+$6.30
+0.0630%
★Best Day
+$8.72
Oct 28
◎Open Interest
⚡Funding APR
+23.01%
annualized · funding only
⚠Execution Cost
−$18.74
entry + exit fees
⏱Payback
3.0d
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 (−$18.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.