← Back to Screener
updated 4:05:19 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.79%
3d Period Avg+4.44%
LONG Bybit · now
−59.31%
3d avg:+3.69%
SHORT BloFin · now
+10.47%
3d avg:+8.13%
Entry Spread Now
−0.200%
Against youL 0.05997 · S 0.05985−$20.01 if it converges
24h range −0.32%…−0.03% · median −0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.35
−0.19%
$Avg Daily PnL
+$0.91
+0.0091%
★Best Day
+$1.69
Aug 16
◎Open Interest
Bybit$1.08M
BloFin$102.6K⚡Funding APR
+3.33%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
25.2d
to break even
◧24h Volume
Bybit$158.2KBloFin$10.7KLoading 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.