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updated 8:00:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.31%
3d Period Avg+0.16%
LONG WEEX · now
+42.08%
3d avg:+22.07%
SHORT Bybit · now
+40.77%
3d avg:+22.23%
Entry Spread Now
−0.093%
Eaten by executionL 0.01500 · S 0.01499−$9.33 if it converges
24h range −0.62%…+0.17% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$231.47
−2.31%
$Avg Daily PnL
+$0.04
+0.0004%
★Best Day
+$0.16
Aug 17
◎Open Interest
WEEX$1.39M
Bybit$455.1K⚡Funding APR
+0.15%
annualized · funding only
⚠Execution Cost
−$231.60
entry + exit fees
⏱Payback
184.5mo
to break even
◧24h Volume
WEEX$28.8KBybit$75.1KLoading 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 (−$231.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.