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updated 4:31:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+194.97%
3d Period Avg+78.95%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT Bybit · now
+205.93%
3d avg:+89.91%
Entry Spread Now
−0.257%
Against youL ask 0.1868 · S bid 0.1863−$25.70 at entry
24h range −1.17%…+0.52% · median −0.13%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$217.61
−2.18%
$Avg Daily PnL
+$15.93
+0.1593%
★Best Day
+$31.43
Aug 16
◎Open Interest
Gate.io$2.11M
Bybit$2.08M⚡Funding APR
+58.14%
annualized · funding only
⚠Execution Cost
−$281.32
entry + exit fees
⏱Payback
17.7d
to break even
◧24h Volume
Gate.io$604.7KBybit$1.20MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$281.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.