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updated 1:21:41 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.20%
30d Period Avg+12.02%
LONG Gate.io · now
−14.24%
30d avg:−11.27%
SHORT Bybit · now
+10.96%
30d avg:+0.75%
Entry Spread Now
+0.067%
Eaten by executionL 0.01789 · S 0.01791+$6.71 if it converges
24h range −0.12%…+0.16% · median +0.03%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$80.97
+0.81%
$Avg Daily PnL
+$3.29
+0.0329%
★Best Day
+$11.14
Jul 29
◎Open Interest
Gate.io$98.3K
Bybit$604.5K⚡Funding APR
+12.01%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
Gate.io$4.2KBybit$57.3KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.