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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.75%
30d Period Avg+24.47%
swing±32.91%
LONG Bybit · now
+0.00%
30d avg:+4.12%
SHORT LBank · now
+45.75%
30d avg:+28.59%
Entry Spread Now
+0.051%
Eaten by executionL 78.1200 · S 78.1600+$5.12 if it converges
24h range −0.10%…+0.19% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- LBank (Short): data starts Sep 9, 2026 (22d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$79.36
+0.79%
$Avg Daily PnL
+$3.41
+0.0341%
★Best Day
+$12.78
Sep 19
◎Open Interest
Bybit$306.5K
LBank—⚡Funding APR
+12.45%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
6.7d
to break even
◧24h Volume
Bybit$43.4KLBank$572.1KLoading 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.