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updated 2:37:21 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+111.27%
30d Period Avg+10.12%
LONG Bybit · now
−100.31%
30d avg:−5.33%
SHORT Gate.io · now
+10.96%
30d avg:+4.79%
Entry Spread Now
+0.394%
In your favorL 0.01118 · S 0.01122+$39.37 if it converges
24h range −1.17%…+0.41% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$62.10
+0.62%
$Avg Daily PnL
+$2.68
+0.0268%
★Best Day
+$18.88
Aug 15
◎Open Interest
Bybit$844.9K
Gate.io$131.1K⚡Funding APR
+9.78%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
Bybit$868.5KGate.io$124.7KLoading 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.