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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.57%
30d Period Avg−6.82%
swing±229.88%
LONG Bybit · now
−55.52%
30d avg:−44.42%
SHORT Toobit · nowLSK-SWAP-USDT
+22.05%
30d avg:−51.24%
Entry Spread Now
+0.007%
NeutralL 0.2999 · S 0.2999
24h range −0.82%…+0.61% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$84.38
−0.84%
$Avg Daily PnL
−$2.05
−0.0205%
★Best Day
+$79.50
Sep 15
◎Open Interest
⚡Funding APR
−7.47%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.