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updated 3:21:31 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.67%
3d Period Avg+22.37%
LONG Bybit · nowSAMSUNGUSDT
+14.53%
3d avg:+13.53%
SHORT MEXC · nowSAMSUNGSTOCK_USDT
+57.20%
3d avg:+35.90%
Entry Spread Now
−0.252%
Against youL 182.8800 · S 182.4200−$25.15 if it converges
24h range −0.42%…+0.36% · median −0.05%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$4.36
+0.04%
$Avg Daily PnL
+$4.34
+0.0434%
★Best Day
+$11.55
Jul 21
◎Open Interest
⚡Funding APR
+15.84%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
3.0d
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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.