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updated 9:04:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+150.05%
3d Period Avg+16.10%
LONG Gate.io · now
−191.32%
3d avg:−24.79%
SHORT Bybit · now
−41.27%
3d avg:−8.69%
Entry Spread Now
+0.404%
In your favorL 2.7000 · S 2.7109+$40.37 if it converges
24h range −0.22%…+0.19% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$8.84
−0.09%
$Avg Daily PnL
+$4.05
+0.0405%
★Best Day
+$9.63
Aug 17
◎Open Interest
Gate.io$159.9K
Bybit$322.4K⚡Funding APR
+14.79%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
Gate.io$22.3KBybit$47.6KLoading 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.