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updated 2:38:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−7.35%
30d Period Avg−62.06%
LONG Bybit · now
+64.00%
30d avg:+91.06%
SHORT Gate.io · now
+56.65%
30d avg:+29.00%
Entry Spread Now
+0.330%
In your favorL 0.03032 · S 0.03042+$32.98 if it converges
24h range −0.10%…+1.70% · median +0.33%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$499.31
−4.99%
$Avg Daily PnL
−$15.43
−0.1543%
★Best Day
+$21.65
Jul 24
◎Open Interest
Bybit$1.47M
Gate.io$247.9K⚡Funding APR
−56.32%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$959.2KGate.io$127.3KLoading 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.