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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 ~0.0d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+1721.55%
3d Period Avgβ104.60%
swingΒ±105.10%
LONG Bybit Β· now
β2598.15%
3d avg:β79.74%
SHORT Bluefin Β· nowWAL-PERP
β876.60%
3d avg:β184.34%
Entry Spread Now
+1.719%
In your favorL 0.05351 Β· S 0.05443+$171.93 if it converges
24h range β3.08%β¦+1.72% Β· median β0.17%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.005%/taker0.035%
Loading Funding Historyβ¦
βTotal PnL
β$94.69
β0.95%
$Avg Daily PnL
β$25.56
β0.2556%
β
Best Day
β$3.96
Oct 14
βOpen Interest
Bybit$5.77M
Bluefin$17.6Kβ‘Funding APR
β93.30%
annualized Β· funding only
β Execution Cost
β$18.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bybit$23.50MBluefin$165.2KLoading 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$18.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.