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updated 2:37:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
30d Period Avg+30.41%
LONG Bybit · now
+0.00%
30d avg:−19.45%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.088%
Eaten by executionL 14.8200 · S 14.8070−$8.77 if it converges
24h range −0.11%…+0.99% · median +0.17%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- Bybit (Long): data starts Jul 23, 2026 (25d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$202.13
+2.02%
$Avg Daily PnL
+$7.20
+0.0720%
★Best Day
+$36.45
Aug 9
◎Open Interest
Bybit$84.1K
Gate.io$47.7K⚡Funding APR
+26.27%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Bybit$20.7KGate.io$148Loading 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.