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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
7d Period Avgβ10.26%
swingΒ±149.50%
LONG WEEX Β· now
+10.96%
7d avg:β27.94%
SHORT Bybit Β· now
+10.96%
7d avg:β38.20%
Entry Spread Now
+0.118%
Eaten by executionL 13.5620 Β· S 13.5780+$11.80 if it converges
24h range β0.87%β¦+1.02% Β· median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$42.23
β0.42%
$Avg Daily PnL
β$2.18
β0.0218%
β
Best Day
+$32.96
Oct 8
βOpen Interest
WEEX$5.37M
Bybit$3.99Mβ‘Funding APR
β7.94%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
WEEX$647.3KBybit$2.56MLoading Cumulative PnLβ¦
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 (β$27.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.