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updated 2:15:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.48%
30d Period Avg+16.03%
LONG Bybit · now
−26.29%
30d avg:+5.15%
SHORT BloFin · now
+24.19%
30d avg:+21.18%
Entry Spread Now
+0.000%
NeutralL 56.1500 · S 56.1500
24h range −0.12%…+1.71% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$108.71
+1.09%
$Avg Daily PnL
+$4.25
+0.0425%
★Best Day
+$11.21
Jul 20
◎Open Interest
Bybit$2.06M
BloFin$183.6K⚡Funding APR
+15.51%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
Bybit$751.6KBloFin$101.9KLoading 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.