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updated 8:38:00 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.96%
3d Period Avg−33.82%
LONG BloFin · now
+4.00%
3d avg:−35.40%
SHORT Bybit · now
+10.96%
3d avg:−69.22%
Entry Spread Now
+0.345%
In your favorL 1.9400 · S 1.9467+$34.54 if it converges
24h range −0.11%…+0.36% · median +0.14%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$50.77
−0.51%
$Avg Daily PnL
−$9.26
−0.0926%
★Best Day
+$3.10
Aug 15
◎Open Interest
BloFin$649.4K
Bybit$3.34M⚡Funding APR
−33.79%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$83.8KBybit$3.52MLoading 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.