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updated 6:16:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−17.39%
LONG Bybit · now
+10.96%
3d avg:+4.95%
SHORT Bitget · now
+10.96%
3d avg:−12.44%
Entry Spread Now
−0.039%
Eaten by executionL 0.07600 · S 0.07597−$3.95 if it converges
24h range −0.38%…+0.35% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$37.29
−0.37%
$Avg Daily PnL
−$3.57
−0.0357%
★Best Day
+$0.16
Jul 21
◎Open Interest
⚡Funding APR
−13.04%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.