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updated 2:38:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+99.87%
30d Period Avg+39.39%
LONG Bybit · nowWENSTOCKUSDT
−88.91%
30d avg:−28.93%
SHORT Gate.io · now
+10.96%
30d avg:+10.46%
Entry Spread Now
−0.173%
Against youL 8.6580 · S 8.6430−$17.33 if it converges
24h range −0.26%…+0.36% · median −0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$286.98
+2.87%
$Avg Daily PnL
+$9.93
+0.0993%
★Best Day
+$43.25
Jul 24
◎Open Interest
Bybit$248.8K
Gate.io$528.1K⚡Funding APR
+36.26%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Bybit$1.68MGate.io$11.4KLoading 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.