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updated 9:36:07 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.74%
3d Period Avg+54.04%
LONG Extended · now
−54.35%
3d avg:−89.17%
SHORT Bybit · now
−50.61%
3d avg:−35.13%
Entry Spread Now
+0.119%
In your favorL 0.006248 · S 0.006255+$11.94 if it converges
24h range −0.36%…+0.62% · median +0.22%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$19.10
+0.19%
$Avg Daily PnL
+$8.77
+0.0877%
★Best Day
+$14.37
Aug 15
◎Open Interest
Extended$2.9K
Bybit$1.49M⚡Funding APR
+32.03%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
Extended$209.5KBybit$742.0KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.