Spread before costs (cost unknown: a leg has no order-book sample)+0.813%
7d average—if it closes, per $10,000$81funding while held, a day+$11.57
| Leg | Exchange | Price | Funding /8h | Each payment | Next in | OI | Vol 24h | Max lev |
|---|---|---|---|---|---|---|---|---|
| Long | Bybit COREUSDT | 0.02264 | −0.0524 | get 0.0524% / 8h | 7h 32m | $1.4M | $626K | 20x |
| Short | Variational Omni CORE | 0.02282 | −0.0138 | pay 0.0138% / 8h | 7h 32m | $7K | $73 | — |
Bybit COREUSDT
Variational Omni COREPrice spread history
latest
Range statsloading…
How often the spread is this wide
share of time at each level, last 7DBacktest
opened in the past, held until now, after costsProfit calculator
- Spread captured
- $81.26
- Funding while held
- $11.57
- Slippage, 4 orders
- no order book: not counted
- Fee Bybit: 5.5 bp × 2 orders
- −$11
- Fee Variational Omni: 0 bp × 2 orders
- $0
- Net
- $81.83
- Spread needed to break even
- 0.110%
Slippage unknown: Bybit: live order book, 5 min ago; Variational Omni: no order-book sample. Net counts fees only.
Cost of waiting
funding view- Funding /8h
- +0.0386%
- Per $10,000 a day
- +$11.57
- Average in range /8h
- —
Cost to enter
taker fee + slippage from the mid, one side; closing costs about the same again| Leg | Half-spread | $10k | $100k | $1M | $5M |
|---|---|---|---|---|---|
| Buy Bybit live order book, 5 min ago | 6.59 bp | 38.6 bp −$39 | 609.8 bp −$6,098 | doesn't fit | doesn't fit |
| Sell Variational Omni no order-book sample | — | — | — | — | — |
Variational Omni: no order-book sample. Either the market is below $100k of open interest and volume (not sampled), or the venue executes at an oracle price and its slippage is not modeled here: see the venue's docs.
CORE price on every exchange
against the cheapest. Click to use as the short leg.Bybit0.02264cheapest
MEXC0.02266+0.088%OKX0.02267+0.133%Gate0.02267+0.133%BingX0.02268+0.177%
MEXC
OKX
Gate
BingXVariational Omni0.02282+0.813%
CORE on 6 venues
cheapest first. Swap a leg.| Exchange | vs long leg | Funding /8h | Every | OI | Vol 24h | Max lev | |
|---|---|---|---|---|---|---|---|
| Bybit COREUSDTlong | 0.000% | −0.0524% | 8h | $1.4M | $626K | 20x | |
| MEXC CORE_USDT | +0.088% | +0.0151% | 8h | $903K | $209K | 100x | as long as short |
| OKX CORE-USDT-SWAP | +0.133% | +0.0100% | 8h | $1.9M | $3.7M | 20x | as long as short |
| Gate CORE_USDT | +0.133% | +0.0100% | 8h | $175K | $153K | 25x | as long as short |
| BingX CORE-USDT | +0.177% | +0.0151% | 8h | — | $1.3M | — | as long as short |
| Variational Omni COREshort | +0.813% | −0.0138% | 8h | $7K | $73 | — |