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updated 2:43:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.94%
30d Period Avg+3.12%
LONG BloFin · now
−4.98%
30d avg:+6.01%
SHORT Bybit · now
+10.96%
30d avg:+9.13%
Entry Spread Now
+0.778%
In your favorL 0.004753 · S 0.004790+$77.85 if it converges
24h range −0.77%…+1.16% · median +0.17%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$2.62
+0.03%
$Avg Daily PnL
+$0.83
+0.0083%
★Best Day
+$4.52
Aug 12
◎Open Interest
BloFin$212.4K
Bybit$838.1K⚡Funding APR
+3.02%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
27.8d
to break even
◧24h Volume
BloFin$177.8KBybit$5.40MLoading 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.