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updated 12:17:12 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
+181.57%
30d Period Avg+17.94%
LONG Bybit · now
+0.00%
30d avg:+1.29%
SHORT grvt · nowAVGO_USDT_Perp
+181.57%
30d avg:+19.23%
Entry Spread Now
−0.134%
Against youL 390.9800 · S 390.4555−$13.41 if it converges
24h range −0.30%…+0.16% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$126.39
+1.26%
$Avg Daily PnL
+$4.75
+0.0475%
★Best Day
+$19.21
Jul 20
◎Open Interest
⚡Funding APR
+17.35%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
4.4d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.