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updated 2:22:59 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~90d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.63%
3d Period Avg+91.40%
LONG Bybit · now
+10.96%
3d avg:−0.72%
SHORT N1 · now
+45.58%
3d avg:+90.68%
Entry Spread Now
+0.054%
Eaten by executionL 0.07424 · S 0.07428+$5.39 if it converges
24h range −0.01%…+1.55% · median +0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$785.88
−7.86%
$Avg Daily PnL
+$16.40
+0.1640%
★Best Day
+$30.92
Aug 15
◎Open Interest
Bybit$16.67M
N1$6.5K⚡Funding APR
+59.87%
annualized · funding only
⚠Execution Cost
−$851.49
entry + exit fees
⏱Payback
1.7mo
to break even
◧24h Volume
Bybit$8.41MN1$1.1KLoading 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 (−$851.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.