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updated 2:42:16 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.21%
30d Period Avg+0.00%
LONG LBank · now
−40.21%
30d avg:+0.00%
SHORT Bybit · nowONUSDT
+0.00%
30d avg:+0.00%
Entry Spread Now
−0.181%
Against youL 82.9200 · S 82.7700−$18.09 if it converges
24h range −0.69%…+0.73% · median −0.24%
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)
- Bybit (Short): data starts Jul 21, 2026 (27d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 4%, short 80% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$504.43
−5.04%
$Avg Daily PnL
−$17.19
−0.1719%
★Best Day
+$39.67
Aug 7
◎Open Interest
LBank—
Bybit$202.2K⚡Funding APR
−62.76%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
LBank$103.1KBybit$132.4KLoading 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.