← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~24d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.47%
3d Period Avg−0.61%
swing±3.60%
LONG BloFin · now
+7.49%
3d avg:+31.19%
SHORT Bybit · now
+10.96%
3d avg:+30.58%
Entry Spread Now
−0.035%
Eaten by executionL 0.2845 · S 0.2844−$3.51 if it converges
24h range −1.20%…+0.92% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$23.50
−0.23%
$Avg Daily PnL
−$0.17
−0.0017%
★Best Day
+$0.06
Sep 28
◎Open Interest
BloFin$96.0K
Bybit$3.94M⚡Funding APR
−0.61%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$9.7KBybit$2.17MLoading 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.