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updated 9:03:44 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−232.61%
3d Period Avg+19.40%
LONG Extended · now
−166.55%
3d avg:−246.71%
SHORT Bybit · now
−399.16%
3d avg:−227.31%
Entry Spread Now
+0.475%
In your favorL 0.03048 · S 0.03062+$47.54 if it converges
24h range +0.09%…+0.79% · median +0.55%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$5.70
−0.06%
$Avg Daily PnL
+$2.58
+0.0258%
★Best Day
+$9.78
Aug 16
◎Open Interest
Extended$164.7K
Bybit$3.20M⚡Funding APR
+9.40%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
Extended$1.59MBybit$1.23MLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.