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updated 11:57:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.15%
3d Period Avg+11.33%
LONG BloFin · now
−7.19%
3d avg:−1.31%
SHORT Bybit · now
+10.96%
3d avg:+10.02%
Entry Spread Now
+0.000%
NeutralL 0.02030 · S 0.02030
24h range −0.10%…+0.15% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$32.79
−0.33%
$Avg Daily PnL
+$2.33
+0.0233%
★Best Day
+$3.20
Aug 14
◎Open Interest
BloFin$395.2K
Bybit$1.85M⚡Funding APR
+8.50%
annualized · funding only
⚠Execution Cost
−$42.10
entry + exit fees
⏱Payback
18.1d
to break even
◧24h Volume
BloFin$43.2KBybit$575.6KLoading 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 (−$42.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.