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updated 9:14:10 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.92%
1d Period Avg+21.79%
swing±19.28%
LONG Bybit · now
+3.38%
1d avg:+7.80%
SHORT BloFin · now
+26.30%
1d avg:+29.59%
Entry Spread Now
−0.039%
Against youL ask 4,325.04 · S bid 4,323.36−$3.88 at entry
24h range −0.10%…+0.19% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.15
−0.18%
$Avg Daily PnL
+$2.98
+0.0298%
★Best Day
+$3.80
Sep 17
◎Open Interest
Bybit$78.73M
BloFin$14.40M⚡Funding APR
+10.88%
annualized · funding only
⚠Execution Cost
−$24.11
entry + exit fees
⏱Payback
8.1d
to break even
◧24h Volume
Bybit$179.93MBloFin$7.81MLoading 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 (−$24.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.