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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 ~4.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.22%
3d Period Avg+21.30%
swing±19.64%
LONG Variational · now
+3.39%
3d avg:+11.56%
SHORT Bybit · now
+23.61%
3d avg:+32.86%
Entry Spread Now
−0.537%
Against youL 154.1985 · S 153.3700−$53.73 if it converges
24h range −0.58%…+0.41% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$4.78
−0.05%
$Avg Daily PnL
+$5.83
+0.0583%
★Best Day
+$7.05
Sep 29
◎Open Interest
Variational$1.33M
Bybit$23.67M⚡Funding APR
+21.29%
annualized · funding only
⚠Execution Cost
−$22.28
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
Variational$3.13MBybit$31.94MLoading 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 (−$22.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.