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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+39.75%
swing±70.95%
LONG Bybit · now
+10.96%
3d avg:−28.79%
SHORT WEEX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.013%
NeutralL 0.02325 · S 0.02325
24h range −0.62%…+0.41% · median −0.17%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$5.64
+0.06%
$Avg Daily PnL
+$10.88
+0.1088%
★Best Day
+$32.64
Oct 9
◎Open Interest
⚡Funding APR
+39.72%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
Loading 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.