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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 ~112d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.75%
7d Period Avgβ29.63%
swingΒ±113.75%
LONG BloFin Β· now
+10.21%
7d avg:β30.64%
SHORT Bybit Β· now
+10.96%
7d avg:β60.27%
Entry Spread Now
+0.463%
In your favorL 1.9660 Β· S 1.9751+$46.29 if it converges
24h range β0.49%β¦+0.81% Β· median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$54.93
β0.55%
$Avg Daily PnL
β$4.56
β0.0456%
β
Best Day
+$23.71
Oct 10
βOpen Interest
BloFin$308.4K
Bybit$4.38Mβ‘Funding APR
β16.65%
annualized Β· funding only
β Execution Cost
β$23.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
BloFin$116.7KBybit$3.64MLoading 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$23.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.