← Back to Screener
updated 4:31:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+187.82%
3d Period Avg+5.68%
LONG Bybit · now
−176.86%
3d avg:−4.63%
SHORT Gate.io · now
+10.96%
3d avg:+1.05%
Entry Spread Now
−0.146%
Against youL 1.3660 · S 1.3640−$14.64 if it converges
24h range −0.26%…+0.28% · median +0.00%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$10.76
+0.11%
$Avg Daily PnL
+$7.94
+0.0794%
★Best Day
+$12.00
Aug 15
◎Open Interest
Bybit$362.6K
Gate.io$48.2K⚡Funding APR
+28.98%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Bybit$109.9KGate.io$5.0KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.