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updated 2:42:52 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.20%
30d Period Avg+30.60%
LONG Bybit · now
+10.96%
30d avg:+15.43%
SHORT Gate.io · now
+68.16%
30d avg:+46.03%
Entry Spread Now
+0.590%
In your favorL 0.06944 · S 0.06985+$59.04 if it converges
24h range −2.73%…+1.12% · median −0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$230.28
+2.30%
$Avg Daily PnL
+$8.11
+0.0811%
★Best Day
+$43.01
Aug 15
◎Open Interest
Bybit$1.53M
Gate.io$904.2K⚡Funding APR
+29.59%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Bybit$9.97MGate.io$7.36MLoading 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.