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updated 6:20:59 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.97%
3d Period Avg+7.97%
LONG Bybit · now
+10.96%
3d avg:−2.25%
SHORT Bitget · now
+8.99%
3d avg:+5.72%
Entry Spread Now
+0.000%
NeutralL 0.07017 · S 0.07017
24h range −0.45%…+0.70% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.45
−0.16%
$Avg Daily PnL
+$1.64
+0.0164%
★Best Day
+$4.83
Jul 19
◎Open Interest
⚡Funding APR
+5.97%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
14.1d
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.