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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
β7.97%
3d Period Avgβ3.07%
swingΒ±9.24%
LONG Bybit Β· now
+10.96%
3d avg:+5.35%
SHORT WEEX Β· now
+2.99%
3d avg:+2.28%
Entry Spread Now
β0.082%
Eaten by executionL 0.003646 Β· S 0.003643β$8.23 if it converges
24h range β0.26%β¦+0.06% Β· median β0.11%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$29.52
β0.30%
$Avg Daily PnL
β$0.84
β0.0084%
β
Best Day
+$1.67
Oct 9
βOpen Interest
Bybit$1.79M
WEEX$1.27Mβ‘Funding APR
β3.07%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bybit$805.4KWEEX$302.1KLoading 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.