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updated 2:40:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~154d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.53%
30d Period Avg−0.42%
LONG Bybit · now
+10.96%
30d avg:+11.30%
SHORT BloFin · now
+14.49%
30d avg:+10.88%
Entry Spread Now
−0.030%
Against youL ask 0.001325 · S bid 0.001325−$3.02 at entry
24h range −0.09%…+0.31% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$152.31
−1.52%
$Avg Daily PnL
−$0.11
−0.0011%
★Best Day
+$0.74
Aug 15
◎Open Interest
Bybit$1.05M
BloFin$100.5K⚡Funding APR
−0.40%
annualized · funding only
⚠Execution Cost
−$148.88
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$152.3KBloFin$15.7KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$148.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.