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updated 2:40:33 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~19d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.50%
30d Period Avg−0.42%
LONG Bybit · now
+10.96%
30d avg:+6.40%
SHORT BloFin · now
+15.46%
30d avg:+5.98%
Entry Spread Now
−0.111%
Eaten by executionL 0.02697 · S 0.02694−$11.12 if it converges
24h range −0.22%…+0.19% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.48
−0.26%
$Avg Daily PnL
−$0.11
−0.0011%
★Best Day
+$0.60
Jul 25
◎Open Interest
Bybit$1.76M
BloFin$0⚡Funding APR
−0.41%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bybit$147.1KBloFin$1.8KLoading Cumulative PnL…
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.