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updated 9:04:06 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~23d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+124.04%
3d Period Avg+21.70%
LONG Bybit · nowVIRTUALPERP
+10.96%
3d avg:+9.16%
SHORT N1 · now
+135.00%
3d avg:+30.86%
Entry Spread Now
+0.434%
Eaten by executionL 0.5766 · S 0.5791+$43.36 if it converges
24h range −0.36%…+0.55% · median +0.18%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$772.90
−7.73%
$Avg Daily PnL
+$4.31
+0.0431%
★Best Day
+$13.95
Aug 17
◎Open Interest
Bybit$90.5K
N1$9.0K⚡Funding APR
+15.73%
annualized · funding only
⚠Execution Cost
−$790.14
entry + exit fees
⏱Payback
6.1mo
to break even
◧24h Volume
Bybit$54.6KN1$3.1KLoading 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 (−$790.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.