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updated 4:02:10 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+202.14%
3d Period Avg+197.38%
LONG Bybit · now
−191.18%
3d avg:−225.52%
SHORT TxFlow · now
+10.96%
3d avg:−28.14%
Entry Spread Now
+0.014%
NeutralL 0.1397 · S 0.1397
24h range −0.81%…+0.63% · median −0.10%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
+$83.64
+0.84%
$Avg Daily PnL
+$25.91
+0.2591%
★Best Day
+$88.65
Aug 16
◎Open Interest
Bybit$1.45M
TxFlow$10.9K⚡Funding APR
+94.57%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
18.5h
to break even
◧24h Volume
Bybit$4.26MTxFlow$152.8KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.