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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
β30.88%
3d Period Avgβ27.07%
swingΒ±20.44%
LONG WEEX Β· now
+78.71%
3d avg:+69.21%
SHORT Bybit Β· now
+47.82%
3d avg:+42.14%
Entry Spread Now
+0.251%
In your favorL 0.01394 Β· S 0.01398+$25.11 if it converges
24h range β0.71%β¦+2.02% Β· median +0.14%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$49.24
β0.49%
$Avg Daily PnL
β$7.41
β0.0741%
β
Best Day
β$2.10
Oct 9
βOpen Interest
WEEX$7.60M
Bybit$2.24Mβ‘Funding APR
β27.06%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
WEEX$270.1KBybit$361.0KLoading 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.