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updated 3:58:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.68%
3d Period Avg−1.22%
LONG LBank · now
+4.27%
3d avg:+5.07%
SHORT Bybit · now
+10.96%
3d avg:+3.85%
Entry Spread Now
−0.102%
Eaten by executionL 3.9370 · S 3.9330−$10.16 if it converges
24h range −0.31%…+0.00% · median −0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$23.87
−0.24%
$Avg Daily PnL
−$0.22
−0.0022%
★Best Day
+$1.29
Aug 15
◎Open Interest
LBank—
Bybit$3.30M⚡Funding APR
−0.80%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
LBank$5.23MBybit$801.8KLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.