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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β42.57%
3d Period Avgβ91.35%
swingΒ±175.41%
LONG Bybit Β· now
β628.43%
3d avg:+6.46%
SHORT BloFin Β· now
β670.99%
3d avg:β84.89%
Entry Spread Now
β0.576%
Against youL 0.05386 Β· S 0.05355β$57.56 if it converges
24h range β2.38%β¦+1.12% Β· median β0.71%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 29%, short 21% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$28.96
β0.29%
$Avg Daily PnL
β$1.99
β0.0199%
β
Best Day
+$1.43
Oct 11
βOpen Interest
Bybit$6.85M
BloFin$890.1Kβ‘Funding APR
β7.25%
annualized Β· funding only
β Execution Cost
β$23.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bybit$54.22MBloFin$940.5KLoading Cumulative PnLβ¦
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 (β$23.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.