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updated 2:43:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.18%
30d Period Avg−3.32%
LONG WEEX · now
+8.91%
30d avg:+12.21%
SHORT Bybit · now
+82.08%
30d avg:+8.89%
Entry Spread Now
+0.195%
In your favorL 5.1400 · S 5.1500+$19.46 if it converges
24h range −1.16%…+0.19% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Limited funding history — chart clipped to available data
- WEEX (Long): data starts Aug 11, 2026 (6d available out of 30d requested)
- Bybit (Short): data starts Aug 11, 2026 (6d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 20%, short 21% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$32.45
−0.32%
$Avg Daily PnL
−$0.78
−0.0078%
★Best Day
+$4.61
Aug 14
◎Open Interest
WEEX$154
Bybit$83.3K⚡Funding APR
−2.84%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$1.36MBybit$120.3KLoading 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.