← Back to Screener
updated 11:16:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.57%
1d Period Avg+32.42%
LONG Bybit · nowBCHPERP
−6.72%
1d avg:−3.93%
SHORT BloFin · now
+32.85%
1d avg:+28.49%
Entry Spread Now
+0.162%
In your favorL 203.6000 · S 203.9300+$16.21 if it converges
24h range +0.02%…+0.23% · median +0.17%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.92
−0.16%
$Avg Daily PnL
+$4.48
+0.0448%
★Best Day
+$7.59
Aug 16
◎Open Interest
Bybit$865.6K
BloFin$3.62M⚡Funding APR
+16.36%
annualized · funding only
⚠Execution Cost
−$24.88
entry + exit fees
⏱Payback
5.5d
to break even
◧24h Volume
Bybit$81.5KBloFin$392.9KLoading 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 (−$24.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.