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updated 10:32:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.46%
3d Period Avg+22.85%
LONG Bybit · now
−22.92%
3d avg:+1.82%
SHORT BloFin · now
+17.54%
3d avg:+24.67%
Entry Spread Now
−0.024%
Against youL ask 0.3312 · S bid 0.3311−$2.42 at entry
24h range −0.07%…+0.21% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$7.89
−0.08%
$Avg Daily PnL
+$4.69
+0.0469%
★Best Day
+$7.49
Aug 14
◎Open Interest
Bybit$45.41M
BloFin$3.87M⚡Funding APR
+17.13%
annualized · funding only
⚠Execution Cost
−$26.66
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
Bybit$3.13MBloFin$2.49MLoading 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 (−$26.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.