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updated 7:45:38 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+72.78%
1d Period Avg+50.39%
LONG Bybit · nowTAOPERP
−16.76%
1d avg:+3.27%
SHORT BloFin · now
+56.01%
1d avg:+53.66%
Entry Spread Now
+0.048%
Eaten by executionL 188.5600 · S 188.6500+$4.77 if it converges
24h range −0.09%…+0.31% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.85
−0.11%
$Avg Daily PnL
+$6.90
+0.0690%
★Best Day
+$8.00
Aug 2
◎Open Interest
Bybit$242.6K
BloFin$2.97M⚡Funding APR
+25.18%
annualized · funding only
⚠Execution Cost
−$24.65
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Bybit$10.6KBloFin$1.54MLoading 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 (−$24.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.