← Back to Screener
updated 8:34:33 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−3.23%
LONG Bybit · now
+10.96%
3d avg:+14.19%
SHORT LBank · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.054%
Eaten by executionL 0.01849 · S 0.01850+$5.41 if it converges
24h range −0.26%…+0.38% · median +0.11%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.29
−0.25%
$Avg Daily PnL
−$0.76
−0.0076%
★Best Day
+$0.00
Aug 16
◎Open Interest
Bybit$1.01M
LBank—⚡Funding APR
−2.79%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$357.3KLBank$643.8KLoading 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.