← Back to Screener
updated 6:17:20 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.18%
3d Period Avg+39.11%
LONG Variational · now
−27.22%
3d avg:−31.20%
SHORT Bybit · now
+10.96%
3d avg:+7.91%
Entry Spread Now
+0.121%
In your favorL 0.003733 · S 0.003738+$12.05 if it converges
24h range −0.34%…+0.39% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$24.97
+0.25%
$Avg Daily PnL
+$8.99
+0.0899%
★Best Day
+$12.36
Aug 14
◎Open Interest
Variational$18.6K
Bybit$2.25M⚡Funding APR
+32.82%
annualized · funding only
⚠Execution Cost
−$11.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Variational$12.7KBybit$1.84MLoading 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 (−$11.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.