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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+3.35%
swing±4.44%
LONG WEEX · now
+10.96%
3d avg:+7.61%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.120%
Eaten by executionL 0.004360 · S 0.004354−$12.02 if it converges
24h range −0.21%…+0.40% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$23.01
−0.23%
$Avg Daily PnL
+$0.92
+0.0092%
★Best Day
+$1.39
Sep 25
◎Open Interest
⚡Funding APR
+3.35%
annualized · funding only
⚠Execution Cost
−$25.76
entry + exit fees
⏱Payback
28.1d
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 (−$25.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.