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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
β751.52%
3d Period Avg+26.70%
swingΒ±95.49%
LONG BloFin Β· now
β332.39%
3d avg:β237.45%
SHORT Bybit Β· now
β1083.91%
3d avg:β210.75%
Entry Spread Now
β0.126%
Against youL 0.08728 Β· S 0.08717β$12.60 if it converges
24h range β1.73%β¦+2.43% Β· median +0.15%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$8.30
β0.08%
$Avg Daily PnL
+$4.90
+0.0490%
β
Best Day
+$10.63
Oct 10
βOpen Interest
BloFin$547.1K
Bybit$6.77Mβ‘Funding APR
+17.88%
annualized Β· funding only
β Execution Cost
β$23.00
entry + exit fees
β±Payback
4.7d
to break even
β§24h Volume
BloFin$244.0KBybit$19.48MLoading 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.