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updated 4:32:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.15%
3d Period Avg+1.58%
LONG Bybit · now
+0.00%
3d avg:+4.50%
SHORT WEEX · now
+10.15%
3d avg:+6.08%
Entry Spread Now
−0.067%
Eaten by executionL 555.6300 · S 555.2600−$6.66 if it converges
24h range −0.20%…+0.10% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$25.70
−0.26%
$Avg Daily PnL
+$0.32
+0.0032%
★Best Day
+$3.00
Aug 16
◎Open Interest
Bybit$772.2K
WEEX$30.9K⚡Funding APR
+1.18%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.8mo
to break even
◧24h Volume
Bybit$33.3KWEEX$216.6KLoading 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.