← Back to Screener
updated 2:44:11 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+151.02%
30d Period Avg+10.48%
LONG BloFin · now
+37.26%
30d avg:+37.55%
SHORT Bybit · now
+188.28%
30d avg:+48.03%
Entry Spread Now
−0.522%
Against youL 0.007475 · S 0.007436−$52.17 if it converges
24h range −0.70%…+3.03% · median −0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$63.14
+0.63%
$Avg Daily PnL
+$2.78
+0.0278%
★Best Day
+$30.27
Aug 16
◎Open Interest
BloFin$304.3K
Bybit$540.6K⚡Funding APR
+10.14%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
8.3d
to break even
◧24h Volume
BloFin$50.5KBybit$809.9KLoading 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.