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updated 6:20:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.20%
3d Period Avg+10.77%
LONG Bybit · now
−3.24%
3d avg:−2.50%
SHORT Bitget · now
+10.96%
3d avg:+8.27%
Entry Spread Now
+0.436%
In your favorL 0.004592 · S 0.004612+$43.55 if it converges
24h range −0.40%…+0.26% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.16
−0.14%
$Avg Daily PnL
+$2.21
+0.0221%
★Best Day
+$3.26
Jul 18
◎Open Interest
⚡Funding APR
+8.07%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
10.4d
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.