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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~21d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.00%
30d Period Avg+3.19%
swing±13.05%
LONG BloFin · now
+6.96%
30d avg:+7.63%
SHORT Bybit · now
+10.96%
30d avg:+10.82%
Entry Spread Now
+0.305%
In your favorL 3.9370 · S 3.9490+$30.48 if it converges
24h range −0.41%…+0.59% · median +0.23%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$3.21
+0.03%
$Avg Daily PnL
+$0.87
+0.0087%
★Best Day
+$6.34
Sep 11
◎Open Interest
BloFin$108.7K
Bybit$608.4K⚡Funding APR
+3.19%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
26.3d
to break even
◧24h Volume
BloFin$22.8KBybit$396.4KLoading 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.