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updated 12:00:53 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.23%
3d Period Avg+0.74%
LONG Gate.io · now
−12.27%
3d avg:+2.97%
SHORT Bybit · now
+10.96%
3d avg:+3.71%
Entry Spread Now
+0.099%
Eaten by executionL 0.01312 · S 0.01313+$9.91 if it converges
24h range −0.24%…+0.25% · median +0.02%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$84.46
−0.84%
$Avg Daily PnL
−$0.45
−0.0045%
★Best Day
+$1.86
Aug 15
◎Open Interest
Gate.io$110.3K
Bybit$1.37M⚡Funding APR
−1.64%
annualized · funding only
⚠Execution Cost
−$82.66
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$67.8KBybit$132.1KLoading 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 (−$82.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.