← Back to Screener
updated 10:35:10 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.17%
30d Period Avg−0.58%
LONG Gate.io · now
−47.56%
30d avg:−3.16%
SHORT Bybit · now
+10.62%
30d avg:−3.74%
Entry Spread Now
+0.031%
Eaten by executionL 0.01311 · S 0.01311+$3.05 if it converges
24h range −0.24%…+0.25% · median +0.01%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$53.01
−0.53%
$Avg Daily PnL
−$1.03
−0.0103%
★Best Day
+$8.98
Jul 26
◎Open Interest
Gate.io$110.1K
Bybit$1.37M⚡Funding APR
−3.77%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$75.3KBybit$147.8KLoading 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.