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updated 11:57:12 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.72%
3d Period Avg+55.47%
LONG Variational · now
−37.76%
3d avg:−44.51%
SHORT Bybit · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.110%
In your favorL 0.1363 · S 0.1364+$11.01 if it converges
24h range −0.07%…+0.26% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$34.56
+0.35%
$Avg Daily PnL
+$15.19
+0.1519%
★Best Day
+$21.70
Aug 15
◎Open Interest
Variational$20.1K
Bybit$1.22M⚡Funding APR
+55.43%
annualized · funding only
⚠Execution Cost
−$11.00
entry + exit fees
⏱Payback
17.3h
to break even
◧24h Volume
Variational$5.1KBybit$367.5KLoading 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 (−$11.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.