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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%
3d Period Avgβ12.30%
swingΒ±108.01%
LONG Bybit Β· now
+10.96%
3d avg:+22.71%
SHORT WEEX Β· now
+10.96%
3d avg:+10.41%
Entry Spread Now
+0.049%
Eaten by executionL 0.04065 Β· S 0.04067+$4.92 if it converges
24h range β0.39%β¦β0.07% Β· median β0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$37.10
β0.37%
$Avg Daily PnL
β$3.37
β0.0337%
β
Best Day
+$17.40
Oct 9
βOpen Interest
Bybit$1.45M
WEEX$627.3Kβ‘Funding APR
β12.29%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bybit$662.9KWEEX$7.9KLoading 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.