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updated 2:43:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+63.12%
30d Period Avg+5.54%
LONG Gate.io · now
−52.16%
30d avg:+1.88%
SHORT Bybit · now
+10.96%
30d avg:+7.42%
Entry Spread Now
+0.595%
In your favorL 3.7000 · S 3.7220+$59.46 if it converges
24h range −0.27%…+0.37% · median +0.11%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$24.51
+0.25%
$Avg Daily PnL
+$1.47
+0.0147%
★Best Day
+$10.33
Aug 2
◎Open Interest
Gate.io$88.0K
Bybit$489.3K⚡Funding APR
+5.36%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
14.3d
to break even
◧24h Volume
Gate.io$49.8KBybit$281.9KLoading 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.