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updated 9:39:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.10%
3d Period Avg+3.02%
LONG Bybit · now
+10.96%
3d avg:−19.94%
SHORT Toobit · nowJST-SWAP-USDT
+6.85%
3d avg:−16.92%
Entry Spread Now
−0.169%
Eaten by executionL 0.1006 · S 0.1004−$16.91 if it converges
24h range −0.28%…+0.14% · median −0.08%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$82.04
−0.82%
$Avg Daily PnL
+$0.83
+0.0083%
★Best Day
+$4.21
Jul 20
◎Open Interest
⚡Funding APR
+3.02%
annualized · funding only
⚠Execution Cost
−$84.53
entry + exit fees
⏱Payback
3.4mo
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 (−$84.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.