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updated 3:56:48 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.97%
3d Period Avg+32.38%
LONG Bybit · now
−18.65%
3d avg:+4.20%
SHORT N1 · now
+40.32%
3d avg:+36.58%
Entry Spread Now
+0.103%
Eaten by executionL 604.6100 · S 605.2300+$10.25 if it converges
24h range −0.01%…+0.13% · median +0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$3.49
+0.03%
$Avg Daily PnL
+$6.68
+0.0668%
★Best Day
+$9.09
Aug 16
◎Open Interest
Bybit$95.99M
N1$6.1K⚡Funding APR
+24.40%
annualized · funding only
⚠Execution Cost
−$23.25
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
Bybit$14.31MN1$11.0KLoading 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 (−$23.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.