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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+200.51%
3d Period Avg+84.23%
swing±230.56%
LONG Bybit · now
−197.81%
3d avg:−101.76%
SHORT BloFin · now
+2.70%
3d avg:−17.53%
Entry Spread Now
+0.280%
In your favorL 0.1427 · S 0.1431+$28.03 if it converges
24h range −3.95%…+1.63% · median −0.92%
Long pays every4hShort pays every2h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 56%, short 36% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$0.10
+0.00%
$Avg Daily PnL
+$7.63
+0.0763%
★Best Day
+$16.92
Oct 27
◎Open Interest
Bybit$2.58M
BloFin$123.6K⚡Funding APR
+27.86%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Bybit$27.95MBloFin$377.4KLoading 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.