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updated 12:12:18 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+148.94%
3d Period Avg+31.63%
swing±51.10%
LONG Binance Futures · now
+47.36%
3d avg:+11.71%
SHORT Bybit · now
+196.29%
3d avg:+43.34%
Entry Spread Now
−0.311%
Against youL 0.03067 · S 0.03057−$31.07 if it converges
24h range −0.90%…+0.11% · median −0.31%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$2.20
+0.02%
$Avg Daily PnL
+$7.73
+0.0773%
★Best Day
+$22.60
Sep 18
◎Open Interest
Binance Futures$2.69M
Bybit$796.2K⚡Funding APR
+28.23%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Binance Futures$769.0KBybit$183.9KLoading 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.