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updated 2:38:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.87%
30d Period Avg+5.69%
LONG Bybit · now
−35.91%
30d avg:+5.27%
SHORT Binance Futures · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+1.980%
In your favorL 0.01187 · S 0.01210+$197.98 if it converges
24h range −0.87%…+3.23% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$25.73
+0.26%
$Avg Daily PnL
+$1.51
+0.0151%
★Best Day
+$7.79
Jul 31
◎Open Interest
Bybit$1.43M
Binance Futures$9.04M⚡Funding APR
+5.50%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
13.9d
to break even
◧24h Volume
Bybit$4.12MBinance Futures$17.16MLoading 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.