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updated 5:03:16 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.93%
30d Period Avg+12.03%
LONG Bybit · now
−19.67%
30d avg:+4.76%
SHORT BloFin · now
+37.26%
30d avg:+16.79%
Entry Spread Now
−0.079%
Eaten by executionL 1.2730 · S 1.2720−$7.86 if it converges
24h range −0.16%…+0.08% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$75.81
+0.76%
$Avg Daily PnL
+$3.19
+0.0319%
★Best Day
+$12.99
Aug 6
◎Open Interest
Bybit$6.93M
BloFin$375.8K⚡Funding APR
+11.63%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
7.2d
to break even
◧24h Volume
Bybit$1.94MBloFin$56.0KLoading 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.