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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 ~52d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.60%
3d Period Avg+4.11%
swing±6.71%
LONG BloFin · now
+9.36%
3d avg:+6.87%
SHORT Bybit · now
+10.96%
3d avg:+10.98%
Entry Spread Now
+0.489%
In your favorL 1.9630 · S 1.9726+$48.90 if it converges
24h range −0.49%…+0.81% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$19.62
−0.20%
$Avg Daily PnL
+$1.13
+0.0113%
★Best Day
+$2.06
Oct 12
◎Open Interest
BloFin$506.7K
Bybit$4.39M⚡Funding APR
+4.11%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
20.4d
to break even
◧24h Volume
BloFin$111.6KBybit$3.56MLoading 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.