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updated 2:41:37 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.79%
30d Period Avg+2.40%
LONG Bybit · now
−45.42%
30d avg:+2.40%
SHORT BloFin · now
+10.37%
30d avg:+4.80%
Entry Spread Now
−0.433%
Against youL 0.06010 · S 0.05984−$43.26 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
−$3.30
−0.03%
$Avg Daily PnL
+$0.64
+0.0064%
★Best Day
+$5.76
Aug 12
◎Open Interest
Bybit$1.08M
BloFin$103.4K⚡Funding APR
+2.32%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
Bybit$158.5KBloFin$10.8KLoading 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.