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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.04%
3d Period Avg+33.26%
swing±35.76%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Bybit · now
+96.99%
3d avg:+44.22%
Entry Spread Now
+0.147%
Eaten by executionL 0.02460 · S 0.02464+$14.71 if it converges
24h range −0.51%…+0.93% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$18.96
−0.19%
$Avg Daily PnL
+$9.11
+0.0911%
★Best Day
+$11.14
Sep 30
◎Open Interest
Binance Futures$5.96M
Bybit$1.40M⚡Funding APR
+33.24%
annualized · funding only
⚠Execution Cost
−$46.28
entry + exit fees
⏱Payback
5.1d
to break even
◧24h Volume
Binance Futures$7.40MBybit$682.5KLoading 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 (−$46.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.