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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.35%
3d Period Avg+6.03%
swing±10.79%
LONG Bybit · now
−23.43%
3d avg:+4.48%
SHORT BloFin · now
+4.92%
3d avg:+10.51%
Entry Spread Now
+0.037%
Eaten by executionL 0.1880 · S 0.1881+$3.72 if it converges
24h range −0.53%…+0.57% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.05
−0.18%
$Avg Daily PnL
+$1.65
+0.0165%
★Best Day
+$3.37
Sep 30
◎Open Interest
Bybit$2.18M
BloFin$416.8K⚡Funding APR
+6.02%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
13.9d
to break even
◧24h Volume
Bybit$1.10MBloFin$17.0KLoading 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.