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updated 8:01:18 PMFunding Arbitrage Backtester
Size$
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
−11.41%
3d Period Avg−12.67%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT WEEX · now
−0.45%
3d avg:−1.71%
Entry Spread Now
−0.048%
Eaten by executionL 14.5080 · S 14.5010−$4.82 if it converges
24h range −0.42%…+0.34% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$36.34
−0.36%
$Avg Daily PnL
−$3.45
−0.0345%
★Best Day
−$3.35
Aug 17
◎Open Interest
Gate.io$50.3K
WEEX$5.1K⚡Funding APR
−12.58%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$2.0KWEEX$62.3KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.