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updated —Funding Arbitrage Backtester
Size per leg$
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
+212.03%
3d Period Avg+67.01%
swing±104.06%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT LBank · now
+212.03%
3d avg:+67.01%
Entry Spread Now
−0.030%
Eaten by executionL 29.6800 · S 29.6710−$3.03 if it converges
24h range −0.29%…+0.48% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$32.04
+0.32%
$Avg Daily PnL
+$18.35
+0.1835%
★Best Day
+$25.04
Sep 30
◎Open Interest
Bybit$279.6K
LBank—⚡Funding APR
+66.97%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Bybit$60.6KLBank$471.2KLoading 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.