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updated 12:42:19 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.90%
3d Period Avg+18.30%
LONG Bybit · nowBCHPERP
+10.96%
3d avg:−25.25%
SHORT BloFin · now
+32.86%
3d avg:−6.95%
Entry Spread Now
+0.182%
In your favorL 203.6400 · S 204.0100+$18.17 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
−$8.61
−0.09%
$Avg Daily PnL
+$3.99
+0.0399%
★Best Day
+$7.95
Aug 16
◎Open Interest
Bybit$875.6K
BloFin$3.62M⚡Funding APR
+14.56%
annualized · funding only
⚠Execution Cost
−$24.57
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
Bybit$100.6KBloFin$389.4KLoading 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 (−$24.57 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.