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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
3d Period Avgβ14.78%
swingΒ±188.19%
LONG Bybit Β· now
+10.96%
3d avg:+73.72%
SHORT Binance Futures Β· now
+10.96%
3d avg:+58.94%
Entry Spread Now
β0.302%
Against youL 0.03307 Β· S 0.03297β$30.24 if it converges
24h range β5.85%β¦+6.78% Β· median β0.29%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$33.14
β0.33%
$Avg Daily PnL
β$4.05
β0.0405%
β
Best Day
+$24.94
Oct 13
βOpen Interest
Bybit$3.11M
Binance Futures$14.92Mβ‘Funding APR
β14.77%
annualized Β· funding only
β Execution Cost
β$21.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bybit$32.49MBinance Futures$162.45MLoading Cumulative PnLβ¦
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 (β$21.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.