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updated 8:01:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~18d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.58%
3d Period Avg−8.96%
LONG BloFin · now
+6.37%
3d avg:+11.51%
SHORT Bybit · now
+10.96%
3d avg:+2.55%
Entry Spread Now
+0.329%
In your favorL 0.05165 · S 0.05182+$32.91 if it converges
24h range +0.04%…+0.50% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$29.95
−0.30%
$Avg Daily PnL
−$2.32
−0.0232%
★Best Day
−$0.53
Aug 17
◎Open Interest
BloFin$223.3K
Bybit$648.1K⚡Funding APR
−8.46%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$5.9KBybit$135.0KLoading 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.