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updated 11:53:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.48%
30d Period Avg+8.65%
LONG Bybit · now
+0.00%
30d avg:+0.00%
SHORT trade[XYZ] · nowxyz:ASML
+5.48%
30d avg:+8.65%
Entry Spread Now
−0.006%
NeutralL 1,799.81 · S 1,799.7
24h range −0.68%…+1.00% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.030%/taker0.090%
Limited funding history — chart clipped to available data
- Bybit (Long): data starts Jun 26, 2026 (25d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$77.63
+0.78%
$Avg Daily PnL
+$3.44
+0.0344%
★Best Day
+$18.96
Jun 24
◎Open Interest
⚡Funding APR
+12.55%
annualized · funding only
⚠Execution Cost
−$29.00
entry + exit fees
⏱Payback
8.4d
to break even
◧24h Volume
Loading 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 (−$29.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.