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updated 6:08:53 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.87%
30d Period Avg+14.49%
LONG Bybit · now
−26.91%
30d avg:−3.53%
SHORT LBank · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.299%
Eaten by executionL 90.3900 · S 90.6600+$29.87 if it converges
24h range −2.10%…+3.24% · median +0.19%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Bybit (Long): data starts Jul 16, 2026 (18d available out of 30d requested)
- LBank (Short): data starts Jul 29, 2026 (5d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 54%, short 19% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$48.95
+0.49%
$Avg Daily PnL
+$6.01
+0.0601%
★Best Day
+$58.32
Jul 22
◎Open Interest
Bybit$216.4K
LBank—⚡Funding APR
+21.94%
annualized · funding only
⚠Execution Cost
−$65.27
entry + exit fees
⏱Payback
10.9d
to break even
◧24h Volume
Bybit$638.0KLBank$1.13MLoading 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 (−$65.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.