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updated 4:31:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~24d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.09%
3d Period Avg+1.50%
LONG WEEX · now
−4.09%
3d avg:−1.50%
SHORT Bybit · now
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.272%
In your favorL 2.5012 · S 2.5080+$27.19 if it converges
24h range −1.43%…+0.51% · median −0.55%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$25.77
−0.26%
$Avg Daily PnL
+$0.31
+0.0031%
★Best Day
+$1.29
Aug 15
◎Open Interest
WEEX$39.7K
Bybit$26.7K⚡Funding APR
+1.12%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.9mo
to break even
◧24h Volume
WEEX$101.3KBybit$6.7KLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.