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updated 10:29:48 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+52.30%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT grvt · nowAVGO_USDT_Perp
+0.00%
3d avg:+52.30%
Entry Spread Now
−0.158%
Against youL 386.2400 · S 385.6280−$15.84 if it converges
24h range −0.22%…+0.21% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$21.96
+0.22%
$Avg Daily PnL
+$14.32
+0.1432%
★Best Day
+$21.89
Jul 21
◎Open Interest
⚡Funding APR
+52.27%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.5d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.