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updated 9:04:53 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~17d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.07%
3d Period Avg−5.94%
LONG Bybit · nowENAPERP
−9.27%
3d avg:+7.17%
SHORT BitMart · now
−3.20%
3d avg:+1.23%
Entry Spread Now
+0.072%
Eaten by executionL 0.08344 · S 0.08350+$7.18 if it converges
24h range −0.07%…+0.56% · median +0.18%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$32.36
−0.32%
$Avg Daily PnL
−$1.63
−0.0163%
★Best Day
−$1.38
Aug 17
◎Open Interest
⚡Funding APR
−5.94%
annualized · funding only
⚠Execution Cost
−$27.48
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$27.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.