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updated 4:34:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.78%
3d Period Avg+5.92%
LONG LBank · now
−17.82%
3d avg:+2.54%
SHORT Bybit · now
+10.96%
3d avg:+8.46%
Entry Spread Now
−0.501%
Against youL 0.03793 · S 0.03774−$50.09 if it converges
24h range −0.32%…+0.18% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$16.53
−0.17%
$Avg Daily PnL
+$1.62
+0.0162%
★Best Day
+$2.28
Aug 15
◎Open Interest
LBank—
Bybit$497.9K⚡Funding APR
+5.91%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
14.2d
to break even
◧24h Volume
LBank$1.22MBybit$520.4KLoading 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.