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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
3d Period Avg+17.40%
swing±5.31%
LONG Bybit · now
+10.96%
3d avg:+1.90%
SHORT BloFin · now
+24.11%
3d avg:+19.30%
Entry Spread Now
−0.019%
NeutralL 309.0100 · S 308.9500
24h range −0.17%…+0.17% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.51
−0.14%
$Avg Daily PnL
+$4.76
+0.0476%
★Best Day
+$4.99
Sep 29
◎Open Interest
⚡Funding APR
+17.39%
annualized · funding only
⚠Execution Cost
−$27.80
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
Loading 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 (−$27.80 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.