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updated 2:38:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+124.94%
30d Period Avg+37.08%
LONG Gate.io · now
+10.96%
30d avg:+10.96%
SHORT Bybit · now
+135.90%
30d avg:+48.04%
Entry Spread Now
−0.264%
Against youL 0.1820 · S 0.1815−$26.37 if it converges
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
+$280.22
+2.80%
$Avg Daily PnL
+$9.72
+0.0972%
★Best Day
+$31.43
Aug 16
◎Open Interest
Gate.io$2.05M
Bybit$2.04M⚡Funding APR
+35.47%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.2d
to break even
◧24h Volume
Gate.io$598.2KBybit$1.19MLoading 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.