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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 covers it in ~9.8d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+10.08%
3d Period Avgβ35.65%
swingΒ±203.61%
LONG WEEX Β· now
β10.08%
3d avg:+8.89%
SHORT Bybit Β· now
+0.00%
3d avg:β26.76%
Entry Spread Now
β0.062%
Eaten by executionL 908.2400 Β· S 907.6800β$6.17 if it converges
24h range β0.22%β¦+0.97% Β· median β0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$27.32
β0.27%
$Avg Daily PnL
β$0.11
β0.0011%
β
Best Day
+$5.98
Oct 16
βOpen Interest
WEEX$62.0K
Bybit$121.7Kβ‘Funding APR
β0.39%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
WEEX$17.4KBybit$15.9KLoading 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.