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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β36.70%
3d Period Avg+7.60%
swingΒ±74.93%
LONG Bybit Β· now
+10.96%
3d avg:β12.77%
SHORT WEEX Β· now
β25.74%
3d avg:β5.17%
Entry Spread Now
β0.053%
Eaten by executionL 0.2060 Β· S 0.2059β$5.34 if it converges
24h range β0.59%β¦+0.44% Β· median β0.17%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$20.75
β0.21%
$Avg Daily PnL
+$2.08
+0.0208%
β
Best Day
+$19.87
Oct 9
βOpen Interest
Bybit$2.73M
WEEX$7.50Mβ‘Funding APR
+7.60%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
13.0d
to break even
β§24h Volume
Bybit$1.59MWEEX$1.47MLoading Cumulative PnLβ¦
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 (β$27.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.