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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~14d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+7.61%
3d Period Avgβ16.63%
swingΒ±129.71%
LONG Bybit Β· nowBZUSDT
β3.36%
3d avg:β144.61%
SHORT BloFin Β· nowBZ-USDT
+4.24%
3d avg:β161.24%
Entry Spread Now
β0.039%
Against youL ask 102.3300 Β· S bid 102.2900β$3.91 at entry
24h range β0.08%β¦+0.03% Β· median β0.02%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$25.21
β0.25%
$Avg Daily PnL
+$1.13
+0.0113%
β
Best Day
+$18.82
Oct 10
βOpen Interest
Bybit$23.15M
BloFin$12.53Mβ‘Funding APR
+4.13%
annualized Β· funding only
β Execution Cost
β$28.60
entry + exit fees
β±Payback
25.3d
to break even
β§24h Volume
Bybit$2.86MBloFin$15.8KLoading Cumulative PnLβ¦
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 (β$28.60 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.