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updated 4:54:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+10.96%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.073%
Eaten by executionL 316.2700 · S 316.5000+$7.27 if it converges
24h range −0.54%…+0.81% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.00
−0.12%
$Avg Daily PnL
+$2.25
+0.0225%
★Best Day
+$3.00
Aug 15
◎Open Interest
Bybit$69.4K
Gate.io$3.3K⚡Funding APR
+8.21%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
9.3d
to break even
◧24h Volume
Bybit$830.2KGate.io$949Loading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.