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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+208.19%
3d Period Avg−16.05%
swing±62.12%
LONG Bybit · now
+0.00%
3d avg:−2.17%
SHORT WEEX · now
+208.19%
3d avg:−18.22%
Entry Spread Now
+0.022%
Eaten by executionL 585.0900 · S 585.2200+$2.22 if it converges
24h range −0.11%…+0.37% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$103.84
−1.04%
$Avg Daily PnL
−$4.39
−0.0439%
★Best Day
+$3.35
Sep 28
◎Open Interest
⚡Funding APR
−16.04%
annualized · funding only
⚠Execution Cost
−$90.66
entry + exit fees
⏱Payback
never
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 (−$90.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.