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updated 10:57:33 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+459.84%
3d Period Avg+24.40%
swing±45.94%
LONG Bitget · now
+10.96%
3d avg:+10.96%
SHORT Bybit · now
+470.80%
3d avg:+35.36%
Entry Spread Now
−0.587%
Against youL 0.2026 · S 0.2014−$58.73 if it converges
24h range −0.76%…+0.06% · median −0.33%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$2.96
−0.03%
$Avg Daily PnL
+$6.68
+0.0668%
★Best Day
+$15.96
Sep 18
◎Open Interest
⚡Funding APR
+24.39%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.4d
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.