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updated 2:42:50 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
+33.01%
30d Period Avg−9.77%
LONG Bybit · now
−22.05%
30d avg:−28.65%
SHORT Binance Futures · now
+10.96%
30d avg:−38.42%
Entry Spread Now
−0.077%
Eaten by executionL 0.01651 · S 0.01650−$7.70 if it converges
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
−$85.03
−0.85%
$Avg Daily PnL
−$2.07
−0.0207%
★Best Day
+$30.71
Jul 29
◎Open Interest
Bybit$557.0K
Binance Futures$1.03M⚡Funding APR
−7.54%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$236.9KBinance Futures$493.5KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.