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updated 2:38:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+439.22%
30d Period Avg−8.73%
LONG Gate.io · now
+10.96%
30d avg:+10.96%
SHORT Bybit · now
+450.17%
30d avg:+2.23%
Entry Spread Now
+0.553%
In your favorL 262.1200 · S 263.5700+$55.32 if it converges
24h range −0.13%…+0.84% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Limited funding history — chart clipped to available data
- Bybit (Short): data starts Aug 3, 2026 (14d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 96%, short 47% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$98.47
−0.98%
$Avg Daily PnL
−$2.50
−0.0250%
★Best Day
+$5.53
Aug 4
◎Open Interest
Gate.io$37.1K
Bybit$118.4K⚡Funding APR
−9.12%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$629Bybit$147.4KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.