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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 ~50d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+3.97%
7d Period Avg+27.45%
swingΒ±82.56%
LONG BloFin Β· now
β178.28%
7d avg:β150.34%
SHORT Bybit Β· now
β174.31%
7d avg:β122.89%
Entry Spread Now
β0.118%
Eaten by executionL 0.08468 Β· S 0.08458β$11.81 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$4.19
β0.04%
$Avg Daily PnL
+$7.23
+0.0723%
β
Best Day
+$25.14
Oct 7
βOpen Interest
BloFin$500.7K
Bybit$6.31Mβ‘Funding APR
+26.39%
annualized Β· funding only
β Execution Cost
β$54.79
entry + exit fees
β±Payback
7.6d
to break even
β§24h Volume
BloFin$236.9KBybit$19.31MLoading 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$54.79 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.