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updated —BRENT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~108d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.01%
7d Period Avg+9.77%
swing±34.09%
LONG Bybit · nowBZUSDT
−1.01%
7d avg:−86.06%
SHORT Gate.io · nowBZ_USDT
+0.00%
7d avg:−76.29%
Entry Spread Now
−0.064%
Eaten by executionL 93.5000 · S 93.4400−$6.42 if it converges
24h range −0.16%…+0.10% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$11.15
−0.11%
$Avg Daily PnL
+$2.68
+0.0268%
★Best Day
+$11.76
Nov 11
◎Open Interest
Bybit$16.69M
Gate.io$5.72M⚡Funding APR
+9.76%
annualized · funding only
⚠Execution Cost
−$29.88
entry + exit fees
⏱Payback
11.2d
to break even
◧24h Volume
Bybit$10.83MGate.io$14.41MLoading 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 (−$29.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.