← Back to Screener
updated 2:13:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.01%
30d Period Avg+30.13%
LONG Bybit · now
−19.32%
30d avg:+4.70%
SHORT N1 · now
+37.69%
30d avg:+34.83%
Entry Spread Now
+0.095%
Eaten by executionL 602.1000 · S 602.6700+$9.47 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%
Limited funding history — chart clipped to available data
- N1 (Short): data starts Aug 8, 2026 (9d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 100%, short 27% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$15.02
+0.15%
$Avg Daily PnL
+$1.22
+0.0122%
★Best Day
+$10.25
Aug 13
◎Open Interest
Bybit$95.69M
N1$6.1K⚡Funding APR
+4.44%
annualized · funding only
⚠Execution Cost
−$22.66
entry + exit fees
⏱Payback
18.6d
to break even
◧24h Volume
Bybit$13.23MN1$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 (−$22.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.