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updated 2:40:41 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.59%
30d Period Avg+10.38%
LONG Bybit · now
+2.87%
30d avg:−4.06%
SHORT BloFin · now
+12.46%
30d avg:+6.32%
Entry Spread Now
−0.066%
Eaten by executionL 0.1515 · S 0.1514−$6.60 if it converges
24h range −0.32%…+0.00% · median −0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$62.23
+0.62%
$Avg Daily PnL
+$2.75
+0.0275%
★Best Day
+$13.43
Jul 31
◎Open Interest
Bybit$248.5K
BloFin$67.3K⚡Funding APR
+10.03%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
8.4d
to break even
◧24h Volume
Bybit$30.9KBloFin$1.8KLoading 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.