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updated 6:20:25 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+11.40%
LONG Bybit · now
+10.96%
3d avg:+10.05%
SHORT BloFin · now
+37.26%
3d avg:+21.45%
Entry Spread Now
−0.071%
Eaten by executionL 1.2709 · S 1.2700−$7.08 if it converges
24h range −0.16%…+0.08% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.63
−0.14%
$Avg Daily PnL
+$2.34
+0.0234%
★Best Day
+$5.94
Aug 16
◎Open Interest
Bybit$6.83M
BloFin$425.8K⚡Funding APR
+8.55%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
9.8d
to break even
◧24h Volume
Bybit$1.98MBloFin$50.2KLoading 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.