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updated 2:00:45 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.48%
3d Period Avg−2.71%
LONG Bybit · now
+1.50%
3d avg:+5.64%
SHORT Toobit · nowRSR-SWAP-USDT
+10.99%
3d avg:+2.93%
Entry Spread Now
−0.330%
Eaten by executionL 0.001271 · S 0.001267−$33.04 if it converges
24h range −0.60%…+0.25% · median −0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$197.72
−1.98%
$Avg Daily PnL
−$0.56
−0.0056%
★Best Day
+$0.74
Jul 20
◎Open Interest
⚡Funding APR
−2.03%
annualized · funding only
⚠Execution Cost
−$195.49
entry + exit fees
⏱Payback
never
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 (−$195.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.