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updated 2:38:31 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.60%
30d Period Avg+15.87%
LONG Bybit · now
+0.00%
30d avg:−9.02%
SHORT BloFin · now
+14.60%
30d avg:+6.85%
Entry Spread Now
+0.276%
In your favorL 0.03991 · S 0.04002+$27.56 if it converges
24h range −0.40%…+0.27% · median −0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$107.33
+1.07%
$Avg Daily PnL
+$4.20
+0.0420%
★Best Day
+$16.70
Aug 5
◎Open Interest
Bybit$286.0K
BloFin$119.2K⚡Funding APR
+15.35%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
5.5d
to break even
◧24h Volume
Bybit$28.6KBloFin$7.2KLoading 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.