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updated 8:33:23 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−52.50%
3d Period Avg+1.44%
LONG BloFin · now
+2.96%
3d avg:−13.16%
SHORT Bybit · now
−49.54%
3d avg:−11.72%
Entry Spread Now
+0.188%
In your favorL 0.04795 · S 0.04804+$18.77 if it converges
24h range +0.04%…+0.63% · median +0.26%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$21.82
−0.22%
$Avg Daily PnL
+$0.39
+0.0039%
★Best Day
+$4.24
Aug 15
◎Open Interest
BloFin$258.5K
Bybit$1.32M⚡Funding APR
+1.44%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.9mo
to break even
◧24h Volume
BloFin$233.2KBybit$4.86MLoading 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.