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updated 12:06:34 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
−9.05%
3d Period Avg+1.78%
LONG LBank · now
+20.01%
3d avg:+12.41%
SHORT Bybit · now
+10.96%
3d avg:+14.19%
Entry Spread Now
−0.369%
Against youL 0.07309 · S 0.07282−$36.94 if it converges
24h range −0.60%…−0.24% · median −0.38%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$23.03
−0.23%
$Avg Daily PnL
−$0.01
−0.0001%
★Best Day
+$1.60
Aug 17
◎Open Interest
LBank—
Bybit$2.68M⚡Funding APR
−0.03%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
LBank$1.05MBybit$380.2KLoading 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.