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updated 10:32:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+188.60%
3d Period Avg+13.82%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT Bybit · now
+199.56%
3d avg:+24.78%
Entry Spread Now
−0.948%
Against youL 0.2690 · S 0.2665−$94.79 if it converges
24h range −1.41%…+0.65% · median +0.09%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$9.92
−0.10%
$Avg Daily PnL
+$2.77
+0.0277%
★Best Day
+$3.86
Aug 13
◎Open Interest
Gate.io$1.23M
Bybit$2.43M⚡Funding APR
+10.11%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
7.6d
to break even
◧24h Volume
Gate.io$781.8KBybit$736.0KLoading 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.