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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 ~45d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.87%
30d Period Avg+7.18%
swing±21.66%
LONG Bybit · now
+10.96%
30d avg:+2.96%
SHORT BloFin · now
+12.83%
30d avg:+10.14%
Entry Spread Now
−0.100%
Eaten by executionL 0.1896 · S 0.1894−$10.02 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
+$35.98
+0.36%
$Avg Daily PnL
+$1.97
+0.0197%
★Best Day
+$13.82
Sep 14
◎Open Interest
Bybit$2.20M
BloFin$415.6K⚡Funding APR
+7.18%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
11.7d
to break even
◧24h Volume
Bybit$1.12MBloFin$20.8KLoading 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.