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updated 3:38:22 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.81%
3d Period Avg−8.60%
LONG Bybit · now
+13.64%
3d avg:+9.61%
SHORT BloFin · now
+16.45%
3d avg:+1.01%
Entry Spread Now
+0.219%
In your favorL 173.3600 · S 173.7400+$21.92 if it converges
24h range −0.94%…+0.42% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$30.06
−0.30%
$Avg Daily PnL
−$1.77
−0.0177%
★Best Day
−$0.14
Jul 18
◎Open Interest
⚡Funding APR
−6.44%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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.