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updated 4:34:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+119.27%
3d Period Avg+73.22%
LONG BloFin · now
+13.45%
3d avg:+54.03%
SHORT Bybit · now
+132.71%
3d avg:+127.25%
Entry Spread Now
−0.122%
Against youL 0.007395 · S 0.007386−$12.17 if it converges
24h range −0.70%…+0.51% · median −0.16%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$37.14
+0.37%
$Avg Daily PnL
+$15.04
+0.1504%
★Best Day
+$30.27
Aug 16
◎Open Interest
BloFin$296.8K
Bybit$533.2K⚡Funding APR
+54.88%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
BloFin$46.9KBybit$665.0KLoading 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.