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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~15d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.70%
7d Period Avg+21.54%
swing±16.23%
LONG Bybit · now
+2.49%
7d avg:+2.28%
SHORT BloFin · now
+8.20%
7d avg:+23.82%
Entry Spread Now
+0.012%
NeutralL 0.08010 · S 0.08011
24h range −0.78%…+0.46% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$18.27
+0.18%
$Avg Daily PnL
+$5.90
+0.0590%
★Best Day
+$9.27
Oct 11
◎Open Interest
Bybit$27.47M
BloFin$1.38M⚡Funding APR
+21.52%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Bybit$13.62MBloFin$736.3KLoading 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.