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updated 5:05:39 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.24%
30d Period Avg+33.34%
LONG Variational · now
−16.28%
30d avg:−31.46%
SHORT Bybit · now
+10.96%
30d avg:+1.88%
Entry Spread Now
+0.080%
In your favorL 0.003737 · S 0.003740+$8.03 if it converges
24h range −0.34%…+0.39% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$262.91
+2.63%
$Avg Daily PnL
+$8.84
+0.0884%
★Best Day
+$17.45
Jul 21
◎Open Interest
Variational$18.6K
Bybit$2.25M⚡Funding APR
+32.25%
annualized · funding only
⚠Execution Cost
−$11.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Variational$12.7KBybit$1.80MLoading 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.