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updated 8:15:04 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
−1.26%
3d Period Avg−3.83%
LONG Bybit · now
+4.91%
3d avg:+1.16%
SHORT BloFin · now
+3.64%
3d avg:−2.67%
Entry Spread Now
−0.288%
Against youL 0.4515 · S 0.4502−$28.79 if it converges
24h range −0.45%…+0.36% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.14
−0.26%
$Avg Daily PnL
−$1.05
−0.0105%
★Best Day
−$0.45
Jul 21
◎Open Interest
⚡Funding APR
−3.83%
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.