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updated 8:25:25 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
+2.44%
3d Period Avg−4.72%
LONG Bybit · now
+8.54%
3d avg:+1.08%
SHORT Toobit · nowGRT-SWAP-USDT
+10.98%
3d avg:−3.64%
Entry Spread Now
+0.239%
In your favorL 0.01671 · S 0.01675+$23.94 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
−$26.87
−0.27%
$Avg Daily PnL
−$1.29
−0.0129%
★Best Day
+$0.58
Jul 21
◎Open Interest
⚡Funding APR
−4.71%
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.