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updated 4:32:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.06%
3d Period Avg+39.59%
LONG BloFin · now
−34.10%
3d avg:−86.54%
SHORT Bybit · now
+10.96%
3d avg:−46.95%
Entry Spread Now
+0.000%
NeutralL 0.3583 · S 0.3583
24h range −0.53%…+0.91% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$24.60
+0.25%
$Avg Daily PnL
+$11.90
+0.1190%
★Best Day
+$19.81
Aug 16
◎Open Interest
BloFin$333.0K
Bybit$1.36M⚡Funding APR
+43.43%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
BloFin$44.9KBybit$2.18MLoading 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.