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updated 2:40:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.35%
30d Period Avg+0.05%
LONG BloFin · now
+11.30%
30d avg:+10.98%
SHORT Bybit · now
+10.96%
30d avg:+11.03%
Entry Spread Now
+0.053%
Eaten by executionL 0.1874 · S 0.1875+$5.34 if it converges
24h range −0.11%…+0.69% · median +0.25%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$22.60
−0.23%
$Avg Daily PnL
+$0.01
+0.0001%
★Best Day
+$0.88
Jul 20
◎Open Interest
BloFin$102.7K
Bybit$1.52M⚡Funding APR
+0.05%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
59.6mo
to break even
◧24h Volume
BloFin$7.7KBybit$729.0KLoading 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.