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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~3.7d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+22.43%
3d Period Avgβ10.23%
swingΒ±24.00%
LONG BloFin Β· now
β95.61%
3d avg:β79.67%
SHORT Bybit Β· now
β73.18%
3d avg:β89.90%
Entry Spread Now
+0.139%
In your favorL 0.06480 Β· S 0.06489+$13.89 if it converges
24h range β0.76%β¦+0.99% Β· median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$31.40
β0.31%
$Avg Daily PnL
β$2.80
β0.0280%
β
Best Day
+$3.62
Oct 8
βOpen Interest
BloFin$774.4K
Bybit$10.56Mβ‘Funding APR
β10.22%
annualized Β· funding only
β Execution Cost
β$23.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
BloFin$149.1KBybit$22.38MLoading Cumulative PnLβ¦
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 (β$23.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.