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updated —W Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.82%
7d Period Avg+11.25%
swing±29.70%
LONG Gate.io · now
−56.76%
7d avg:−7.66%
SHORT Bybit · now
−19.94%
7d avg:+3.59%
Entry Spread Now
−0.085%
Eaten by executionL 0.009451 · S 0.009443−$8.46 if it converges
24h range −0.69%…+0.87% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$14.25
+0.14%
$Avg Daily PnL
+$5.75
+0.0575%
★Best Day
+$10.62
Nov 13
◎Open Interest
Gate.io$533.9K
Bybit$3.05M⚡Funding APR
+20.99%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.5d
to break even
◧24h Volume
Gate.io$308.0KBybit$3.08MLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.