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updated 4:34:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+81.01%
3d Period Avg+0.00%
LONG LBank · now
−81.01%
3d avg:+0.00%
SHORT Bybit · nowONUSDT
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.072%
Eaten by executionL 82.8800 · S 82.9400+$7.24 if it converges
24h range −0.69%…+0.73% · median −0.23%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Limited funding history — chart clipped to available data
- LBank (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 44%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$23.00
−0.23%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.00
Aug 14
◎Open Interest
LBank—
Bybit$202.6K⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
LBank$105.5KBybit$136.1KLoading 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.