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updated 10:20:25 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+10.96%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT Bybit · nowXAUTPERP
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.045%
Eaten by executionL 4,264.1 · S 4,262.2−$4.46 if it converges
24h range −0.40%…+0.09% · median −0.07%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$18.40
−0.18%
$Avg Daily PnL
+$3.00
+0.0300%
★Best Day
+$3.00
Sep 14
◎Open Interest
Gate.io$129.46M
Bybit$838.5K⚡Funding APR
+10.95%
annualized · funding only
⚠Execution Cost
−$27.40
entry + exit fees
⏱Payback
9.1d
to break even
◧24h Volume
Gate.io$21.34MBybit$115.2KLoading 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 (−$27.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.