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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.69%
3d Period Avg+6.34%
swing±78.19%
LONG Bybit · now
+0.00%
3d avg:+41.35%
SHORT LBank · now
+47.69%
3d avg:+47.69%
Entry Spread Now
+0.024%
Eaten by executionL 247.4200 · S 247.4800+$2.43 if it converges
24h range −0.26%…+0.13% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.79
−0.18%
$Avg Daily PnL
+$1.74
+0.0174%
★Best Day
+$12.56
Sep 30
◎Open Interest
Bybit$599.3K
LBank—⚡Funding APR
+6.34%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
13.2d
to break even
◧24h Volume
Bybit$255.6KLBank$861.7KLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.