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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%
30d Period Avg+41.54%
swing±38.97%
LONG Bybit · nowEURUSDUSDT
+0.00%
30d avg:−1.54%
SHORT LBank · now
+65.74%
30d avg:+40.00%
Entry Spread Now
−0.094%
Eaten by executionL 1.1267 · S 1.1256−$9.41 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%
Limited funding history — chart clipped to available data
- Bybit (Long): data starts Sep 8, 2026 (24d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$339.05
+3.39%
$Avg Daily PnL
+$12.07
+0.1207%
★Best Day
+$18.00
Sep 4
◎Open Interest
Bybit$659.4K
LBank—⚡Funding APR
+44.05%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Bybit$190.5KLBank$21.50MLoading 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.