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updated 12:00:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.78%
3d Period Avg+15.94%
LONG Bybit · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+54.74%
3d avg:+26.90%
Entry Spread Now
−0.012%
NeutralL 0.08155 · S 0.08154
24h range −0.94%…+1.07% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.63
−0.11%
$Avg Daily PnL
+$3.09
+0.0309%
★Best Day
+$7.33
Aug 16
◎Open Interest
Bybit$2.65M
BloFin$442.6K⚡Funding APR
+11.29%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
7.4d
to break even
◧24h Volume
Bybit$4.28MBloFin$229.6KLoading 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.