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updated 11:57:31 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.42%
3d Period Avg+22.85%
LONG Bybit · now
+1.81%
3d avg:+1.82%
SHORT BloFin · now
+21.23%
3d avg:+24.67%
Entry Spread Now
−0.054%
Against youL ask 0.3315 · S bid 0.3313−$5.43 at entry
24h range −0.07%…+0.19% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.32
−0.08%
$Avg Daily PnL
+$4.69
+0.0469%
★Best Day
+$7.49
Aug 14
◎Open Interest
Bybit$45.56M
BloFin$3.86M⚡Funding APR
+17.13%
annualized · funding only
⚠Execution Cost
−$27.09
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
Bybit$2.78MBloFin$2.34MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$27.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.