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updated 2:13:42 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
+48.12%
30d Period Avg+8.12%
LONG Bybit · now
+0.81%
30d avg:+3.37%
SHORT Perpl · now
+48.93%
30d avg:+11.49%
Entry Spread Now
−0.056%
Against youL ask 63,051.7 · S bid 63,016.2−$5.63 at entry
24h range −0.06%…+0.04% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
+$19.57
+0.20%
$Avg Daily PnL
+$1.27
+0.0127%
★Best Day
+$5.43
Aug 14
◎Open Interest
Bybit$4.07B
Perpl$2.79M⚡Funding APR
+4.64%
annualized · funding only
⚠Execution Cost
−$19.84
entry + exit fees
⏱Payback
15.6d
to break even
◧24h Volume
Bybit$1.16BPerpl$103.36MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$19.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.