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updated 4:35:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.09%
3d Period Avg+15.69%
LONG Bybit · now
−5.35%
3d avg:−4.38%
SHORT BloFin · now
+9.74%
3d avg:+11.31%
Entry Spread Now
−0.070%
Eaten by executionL 0.2866 · S 0.2864−$6.98 if it converges
24h range −0.73%…+0.04% · median −0.09%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.11
−0.10%
$Avg Daily PnL
+$3.22
+0.0322%
★Best Day
+$5.56
Aug 16
◎Open Interest
Bybit$262.5K
BloFin$121.8K⚡Funding APR
+11.76%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
7.1d
to break even
◧24h Volume
Bybit$129.2KBloFin$15.4KLoading 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.