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updated 4:06:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.88%
3d Period Avg−16.08%
LONG CoinW · now
−53.28%
3d avg:−17.39%
SHORT Bybit · now
+5.60%
3d avg:−33.47%
Entry Spread Now
+0.112%
Eaten by executionL 8.0700 · S 8.0790+$11.15 if it converges
24h range +0.01%…+0.24% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$35.38
−0.35%
$Avg Daily PnL
−$3.09
−0.0309%
★Best Day
+$3.13
Aug 16
◎Open Interest
CoinW—
Bybit$673.2K⚡Funding APR
−11.30%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
CoinW—Bybit$52.5KLoading 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.