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updated 4:02:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.61%
3d Period Avg+3.40%
LONG WEEX · now
−6.61%
3d avg:−1.65%
SHORT Bybit · now
+32.00%
3d avg:+1.75%
Entry Spread Now
−0.246%
Against youL 25.2520 · S 25.1900−$24.55 if it converges
24h range −0.43%…+0.17% · median −0.16%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$24.21
−0.24%
$Avg Daily PnL
+$0.70
+0.0070%
★Best Day
+$2.99
Aug 14
◎Open Interest
WEEX$25
Bybit$284.0K⚡Funding APR
+2.55%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
WEEX$1.82MBybit$67.3KLoading 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.