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updated 4:31:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.81%
3d Period Avg+10.15%
LONG Bybit · now
−28.58%
3d avg:+0.81%
SHORT Binance Futures · now
+7.23%
3d avg:+10.96%
Entry Spread Now
+5.866%
In your favorL 0.01392 · S 0.01474+$586.58 if it converges
24h range −4.05%…+3.23% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.67
−0.13%
$Avg Daily PnL
+$2.08
+0.0208%
★Best Day
+$5.89
Aug 17
◎Open Interest
Bybit$2.18M
Binance Futures$14.66M⚡Funding APR
+7.61%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
10.1d
to break even
◧24h Volume
Bybit$6.22MBinance Futures$42.29MLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.