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updated 2:12:36 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+777.95%
1d Period Avg−22.33%
LONG BitMart · now
−766.99%
1d avg:−38.25%
SHORT Bybit · now
+10.96%
1d avg:−60.58%
Entry Spread Now
−0.090%
Eaten by executionL 0.01369 · S 0.01367−$8.97 if it converges
24h range −1.47%…+0.72% · median −0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$28.10
−0.28%
$Avg Daily PnL
−$2.55
−0.0255%
★Best Day
+$1.66
Jul 16
◎Open Interest
⚡Funding APR
−9.30%
annualized · funding only
⚠Execution Cost
−$23.00
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.