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updated 12:34:38 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
+0.00%
3d Period Avg+18.20%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT Bybit · now
+10.96%
3d avg:+29.16%
Entry Spread Now
+0.286%
In your favorL 0.2624 · S 0.2631+$28.59 if it converges
24h range −1.41%…+0.69% · median +0.09%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$6.88
−0.07%
$Avg Daily PnL
+$3.53
+0.0353%
★Best Day
+$5.60
Aug 16
◎Open Interest
Gate.io$1.19M
Bybit$2.20M⚡Funding APR
+12.88%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
6.0d
to break even
◧24h Volume
Gate.io$982.7KBybit$1.33MLoading 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.