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updated 10:55:27 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.95%
1d Period Avg+0.16%
swing±7.26%
LONG CoinW · now
−4.99%
1d avg:+8.30%
SHORT Bybit · now
+10.96%
1d avg:+8.46%
Entry Spread Now
+0.521%
In your favorL 0.0009786 · S 0.0009837+$52.12 if it converges
24h range −0.59%…+0.21% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$22.95
−0.23%
$Avg Daily PnL
+$0.05
+0.0005%
★Best Day
+$0.05
Sep 18
◎Open Interest
CoinW—
Bybit$2.67M⚡Funding APR
+0.16%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
17.0mo
to break even
◧24h Volume
CoinW—Bybit$1.75MLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.