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updated 10:33:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.36%
30d Period Avg+3.37%
LONG Bybit · now
+10.96%
30d avg:+10.82%
SHORT BloFin · now
+63.32%
30d avg:+14.19%
Entry Spread Now
−1.583%
Against youL 0.08211 · S 0.08081−$158.32 if it converges
24h range −0.94%…+0.59% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$4.71
+0.05%
$Avg Daily PnL
+$0.89
+0.0089%
★Best Day
+$7.33
Aug 16
◎Open Interest
Bybit$2.69M
BloFin$443.6K⚡Funding APR
+3.26%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
25.7d
to break even
◧24h Volume
Bybit$4.15MBloFin$216.4KLoading 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.