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updated 4:33:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.02%
3d Period Avg+12.84%
LONG WEEX · now
+64.34%
3d avg:+3.42%
SHORT Bybit · now
+78.36%
3d avg:+16.26%
Entry Spread Now
+0.194%
In your favorL 5.1500 · S 5.1600+$19.42 if it converges
24h range −1.16%…+0.39% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$16.45
−0.16%
$Avg Daily PnL
+$2.64
+0.0264%
★Best Day
+$3.53
Aug 14
◎Open Interest
⚡Funding APR
+9.63%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
10.2d
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.