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updated 10:53:21 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+91.30%
3d Period Avg+33.02%
LONG Bybit · now
+10.96%
3d avg:+25.62%
SHORT Bitunix · now
+102.25%
3d avg:+58.64%
Entry Spread Now
−0.101%
Eaten by executionL 0.3952 · S 0.3948−$10.12 if it converges
24h range −1.08%…+1.74% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$4.12
+0.04%
$Avg Daily PnL
+$9.04
+0.0904%
★Best Day
+$12.61
Aug 16
◎Open Interest
⚡Funding APR
+32.99%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
Loading 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.