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updated 4:32:25 AMFunding 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
+7.27%
3d Period Avg+1.19%
LONG BloFin · now
+15.45%
3d avg:+31.86%
SHORT Bybit · now
+22.72%
3d avg:+33.05%
Entry Spread Now
−0.246%
Against youL 0.03248 · S 0.03240−$24.63 if it converges
24h range −0.60%…+0.09% · median −0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$22.03
−0.22%
$Avg Daily PnL
+$0.24
+0.0024%
★Best Day
+$8.31
Aug 17
◎Open Interest
BloFin$233.5K
Bybit$867.0K⚡Funding APR
+0.89%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.1mo
to break even
◧24h Volume
BloFin$2.8KBybit$136.0KLoading 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.