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updated 2:40:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+138.63%
30d Period Avg+4.10%
LONG WEEX · now
−6.16%
30d avg:−3.49%
SHORT Bybit · now
+132.47%
30d avg:+0.61%
Entry Spread Now
+0.060%
Eaten by executionL 25.1650 · S 25.1800+$5.96 if it converges
24h range −0.43%…+0.17% · median −0.19%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$6.61
+0.07%
$Avg Daily PnL
+$1.08
+0.0108%
★Best Day
+$27.93
Jul 27
◎Open Interest
WEEX$156
Bybit$283.4K⚡Funding APR
+3.96%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
24.9d
to break even
◧24h Volume
WEEX$1.79MBybit$65.1KLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.