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updated 2:39:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.49%
30d Period Avg+13.93%
LONG LBank · now
−44.53%
30d avg:−19.04%
SHORT Bybit · now
+10.96%
30d avg:−5.11%
Entry Spread Now
−0.074%
Eaten by executionL 2.7090 · S 2.7070−$7.38 if it converges
24h range −0.23%…+0.17% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Limited funding history — chart clipped to available data
- LBank (Long): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 7%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$9.92
−0.10%
$Avg Daily PnL
+$0.42
+0.0042%
★Best Day
+$5.51
Aug 16
◎Open Interest
LBank—
Bybit$332.4K⚡Funding APR
+1.54%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.8mo
to break even
◧24h Volume
LBank$182.5KBybit$20.5KLoading 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.