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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+65.74%
3d Period Avg+62.29%
swing±10.03%
LONG Bybit · nowEURUSDUSDT
+0.00%
3d avg:+3.45%
SHORT LBank · now
+65.74%
3d avg:+65.74%
Entry Spread Now
−0.065%
Eaten by executionL 1.1269 · S 1.1262−$6.48 if it converges
24h range −0.40%…+0.05% · median −0.07%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$28.17
+0.28%
$Avg Daily PnL
+$17.06
+0.1706%
★Best Day
+$18.00
Sep 30
◎Open Interest
Bybit$659.1K
LBank—⚡Funding APR
+62.25%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Bybit$191.0KLBank$22.07MLoading 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.