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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 ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.19%
3d Period Avg+3.13%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT CoinW · now
+28.19%
3d avg:+3.13%
Entry Spread Now
+0.088%
Eaten by executionL 45.6900 · S 45.7300+$8.75 if it converges
24h range −0.11%…+0.31% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.43
−0.20%
$Avg Daily PnL
+$0.64
+0.0064%
★Best Day
+$2.57
Aug 17
◎Open Interest
Bybit$226.3K
CoinW—⚡Funding APR
+2.35%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
Bybit$97.6KCoinW—Loading 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.