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updated 2:00:45 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−18.09%
3d Period Avg−3.39%
LONG Bybit · now
+10.96%
3d avg:−0.61%
SHORT Toobit · nowGRT-SWAP-USDT
−7.14%
3d avg:−4.00%
Entry Spread Now
−0.178%
Against youL 0.01683 · S 0.01680−$17.83 if it converges
24h range −0.36%…+0.48% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.78
−0.26%
$Avg Daily PnL
−$0.70
−0.0070%
★Best Day
+$1.35
Jul 21
◎Open Interest
⚡Funding APR
−2.54%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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.