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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.04%
3d Period Avg−41.26%
swing±66.69%
LONG WEEX · now
+12.00%
3d avg:+63.11%
SHORT Gate.io · now
+10.96%
3d avg:+21.85%
Entry Spread Now
+0.492%
In your favorL 0.008130 · S 0.008170+$49.20 if it converges
24h range −1.54%…+1.88% · median +0.78%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$64.89
−0.65%
$Avg Daily PnL
−$11.30
−0.1130%
★Best Day
−$0.01
Sep 29
◎Open Interest
⚡Funding APR
−41.23%
annualized · funding only
⚠Execution Cost
−$31.00
entry + exit fees
⏱Payback
never
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 (−$31.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.