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updated 2:43:07 AMFunding Arbitrage Backtester
Size$
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
+39.77%
30d Period Avg+33.48%
LONG Variational · now
−28.81%
30d avg:−30.57%
SHORT Bybit · now
+10.96%
30d avg:+2.91%
Entry Spread Now
+0.115%
In your favorL 0.08256 · S 0.08265+$11.51 if it converges
24h range +0.04%…+0.17% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$263.97
+2.64%
$Avg Daily PnL
+$8.87
+0.0887%
★Best Day
+$14.04
Jul 26
◎Open Interest
Variational$96.7K
Bybit$1.79M⚡Funding APR
+32.38%
annualized · funding only
⚠Execution Cost
−$11.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Variational$4.1KBybit$165.2KLoading 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 (−$11.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.