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updated 4:02:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.72%
3d Period Avg+29.28%
LONG Bybit · now
−22.76%
3d avg:−52.18%
SHORT Binance Futures · now
+10.96%
3d avg:−22.90%
Entry Spread Now
+0.012%
NeutralL 0.01651 · S 0.01651
24h range −0.32%…+0.27% · median +0.03%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$4.24
+0.04%
$Avg Daily PnL
+$6.31
+0.0631%
★Best Day
+$14.30
Aug 16
◎Open Interest
Bybit$540.7K
Binance Futures$1.05M⚡Funding APR
+23.03%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Bybit$236.5KBinance Futures$510.3KLoading 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.