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updated 3:37:14 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.86%
3d Period Avg+5.80%
LONG WEEX · now
−11.86%
3d avg:−5.94%
SHORT Bybit · now
+0.00%
3d avg:−0.14%
Entry Spread Now
+0.306%
In your favorL 42.4800 · S 42.6100+$30.60 if it converges
24h range −0.46%…+0.60% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$22.24
−0.22%
$Avg Daily PnL
+$1.19
+0.0119%
★Best Day
+$3.07
Aug 16
◎Open Interest
⚡Funding APR
+4.34%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
22.7d
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.