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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
−11.63%
3d Period Avg−9.86%
swing±23.92%
LONG Bybit · now
+0.00%
3d avg:+6.36%
SHORT WEEX · now
−11.63%
3d avg:−3.50%
Entry Spread Now
−0.537%
Against youL 316.8600 · S 315.1600−$53.65 if it converges
24h range −0.93%…+0.32% · median −0.41%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$35.10
−0.35%
$Avg Daily PnL
−$2.70
−0.0270%
★Best Day
+$1.84
Sep 28
◎Open Interest
⚡Funding APR
−9.85%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
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.