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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+79.01%
3d Period Avg+49.88%
swing±38.59%
LONG Bybit · now
+10.96%
3d avg:+9.79%
SHORT Crypto.com · nowZKUSD-PERP
+89.97%
3d avg:+59.67%
Entry Spread Now
−0.019%
NeutralL 0.01206 · S 0.01206
24h range −0.43%…+0.50% · median +0.09%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$19.97
+0.20%
$Avg Daily PnL
+$13.66
+0.1366%
★Best Day
+$13.99
Oct 1
◎Open Interest
⚡Funding APR
+49.85%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.5d
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.