← Back to Screener
updated 10:27:33 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~23d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.64%
3d Period Avg+21.17%
swing±19.71%
LONG Bybit · now
+3.18%
3d avg:+11.56%
SHORT BloFin · now
+6.82%
3d avg:+32.73%
Entry Spread Now
−0.023%
Against youL ask 4,321.38 · S bid 4,320.38−$2.31 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
−$5.90
−0.06%
$Avg Daily PnL
+$4.35
+0.0435%
★Best Day
+$5.86
Sep 15
◎Open Interest
Bybit$79.31M
BloFin$14.29M⚡Funding APR
+15.87%
annualized · funding only
⚠Execution Cost
−$23.29
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
Bybit$179.03MBloFin$8.34MLoading 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 (−$23.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.