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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 covers it in ~0.4d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+202.13%
7d Period Avgβ2.56%
swingΒ±148.82%
LONG Bybit Β· now
β931.43%
7d avg:β17.73%
SHORT BloFin Β· now
β729.30%
7d avg:β20.29%
Entry Spread Now
β0.620%
Against youL 0.05642 Β· S 0.05607β$62.03 if it converges
24h range β2.38%β¦+1.12% Β· median β0.76%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 27%, short 24% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$15.96
β0.16%
$Avg Daily PnL
+$1.01
+0.0101%
β
Best Day
+$8.50
Oct 4
βOpen Interest
Bybit$7.45M
BloFin$934.9Kβ‘Funding APR
+3.67%
annualized Β· funding only
β Execution Cost
β$23.00
entry + exit fees
β±Payback
22.9d
to break even
β§24h Volume
Bybit$62.93MBloFin$981.2KLoading 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.