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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%
7d Period Avg+12.52%
swing±19.62%
LONG WEEX · now
+10.96%
7d avg:+11.00%
SHORT Aster · now
+10.96%
7d avg:+23.52%
Entry Spread Now
+0.132%
Eaten by executionL 0.004328 · S 0.004334+$13.17 if it converges
24h range −0.21%…+0.40% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$2.48
−0.02%
$Avg Daily PnL
+$3.43
+0.0343%
★Best Day
+$8.34
Sep 23
◎Open Interest
⚡Funding APR
+12.51%
annualized · funding only
⚠Execution Cost
−$26.46
entry + exit fees
⏱Payback
7.7d
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 (−$26.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.