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updated 1:16:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~27d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+121.41%
30d Period Avg+15.90%
LONG Bybit · now
−10.08%
30d avg:+0.93%
SHORT N1 · now
+111.33%
30d avg:+16.83%
Entry Spread Now
+0.067%
Eaten by executionL 0.07444 · S 0.07449+$6.72 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
−$756.56
−7.57%
$Avg Daily PnL
+$4.16
+0.0416%
★Best Day
+$30.92
Aug 15
◎Open Interest
Bybit$16.76M
N1$6.5K⚡Funding APR
+15.19%
annualized · funding only
⚠Execution Cost
−$885.60
entry + exit fees
⏱Payback
7.1mo
to break even
◧24h Volume
Bybit$8.68MN1$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 (−$885.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.