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updated 8:32:40 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+121.07%
3d Period Avg+0.13%
LONG Extended · now
+11.40%
3d avg:+17.87%
SHORT Bybit · now
+132.46%
3d avg:+18.00%
Entry Spread Now
+0.546%
In your favorL 0.2829 · S 0.2845+$54.62 if it converges
24h range −0.23%…+0.48% · median +0.17%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$15.72
−0.16%
$Avg Daily PnL
+$0.07
+0.0007%
★Best Day
+$4.28
Aug 17
◎Open Interest
Extended$37.3K
Bybit$4.20M⚡Funding APR
+0.26%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
7.5mo
to break even
◧24h Volume
Extended$169.7KBybit$3.41MLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.