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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.43%
3d Period Avg−0.30%
swing±4.48%
LONG Bybit · now
+10.96%
3d avg:+9.71%
SHORT BloFin · now
+7.53%
3d avg:+9.41%
Entry Spread Now
−0.076%
Eaten by executionL 0.02617 · S 0.02615−$7.64 if it converges
24h range −0.27%…+0.38% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$171.13
−1.71%
$Avg Daily PnL
−$0.08
−0.0008%
★Best Day
+$0.71
Sep 28
◎Open Interest
⚡Funding APR
−0.30%
annualized · funding only
⚠Execution Cost
−$170.89
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$170.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.