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updated 10:35:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.30%
30d Period Avg+6.00%
LONG BloFin · now
−8.34%
30d avg:−2.29%
SHORT Bybit · now
+10.96%
30d avg:+3.71%
Entry Spread Now
+0.049%
Eaten by executionL 0.02028 · S 0.02029+$4.93 if it converges
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
+$26.30
+0.26%
$Avg Daily PnL
+$1.59
+0.0159%
★Best Day
+$9.06
Jul 19
◎Open Interest
BloFin$394.0K
Bybit$1.86M⚡Funding APR
+5.81%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
14.5d
to break even
◧24h Volume
BloFin$42.8KBybit$590.4KLoading 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.