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updated 3:33:12 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.63%
1d Period Avg−0.76%
swing±4.73%
LONG BloFin · now
+4.32%
1d avg:+9.35%
SHORT Bybit · now
+10.96%
1d avg:+8.59%
Entry Spread Now
+0.107%
Eaten by executionL 0.0008430 · S 0.0008439+$10.68 if it converges
24h range −0.23%…+0.15% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$23.21
−0.23%
$Avg Daily PnL
−$0.10
−0.0010%
★Best Day
+$0.05
Sep 14
◎Open Interest
BloFin$491.0K
Bybit$2.26M⚡Funding APR
−0.38%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$52.2KBybit$802.4KLoading 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.