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updated 3:35:26 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.80%
1d Period Avg−2.31%
swing±5.84%
LONG Binance Futures · now
+0.16%
1d avg:+10.90%
SHORT Bybit · now
+10.96%
1d avg:+8.59%
Entry Spread Now
+0.205%
In your favorL 0.0008437 · S 0.0008454+$20.51 if it converges
24h range −0.25%…+0.33% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$21.40
−0.21%
$Avg Daily PnL
−$0.20
−0.0020%
★Best Day
+$0.25
Sep 14
◎Open Interest
Binance Futures$7.69M
Bybit$2.27M⚡Funding APR
−0.73%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Binance Futures$7.30MBybit$802.6KLoading 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.