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updated 2:14:59 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.48%
30d Period Avg+1.51%
LONG LBank · now
−2.52%
30d avg:+5.90%
SHORT Bybit · now
+10.96%
30d avg:+7.41%
Entry Spread Now
−0.102%
Eaten by executionL 3.9340 · S 3.9300−$10.17 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%
Limited funding history — chart clipped to available data
- LBank (Long): data starts Jul 29, 2026 (19d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$6.58
+0.07%
$Avg Daily PnL
+$0.95
+0.0095%
★Best Day
+$3.00
Jul 19
◎Open Interest
LBank—
Bybit$3.31M⚡Funding APR
+3.48%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
24.1d
to break even
◧24h Volume
LBank$4.91MBybit$787.2KLoading 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.