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updated 4:51:35 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~21d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.91%
3d Period Avg−2.87%
swing±9.07%
LONG BloFin · now
+7.04%
3d avg:+9.19%
SHORT Bybit · now
+10.96%
3d avg:+6.32%
Entry Spread Now
+0.012%
NeutralL 0.0008521 · S 0.0008522
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
−$25.36
−0.25%
$Avg Daily PnL
−$0.59
−0.0059%
★Best Day
+$0.55
Sep 14
◎Open Interest
BloFin$512.6K
Bybit$2.30M⚡Funding APR
−2.15%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$48.0KBybit$794.9KLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.