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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+120.47%
3d Period Avg+58.10%
swing±64.44%
LONG WEEX · now
−4.65%
3d avg:−0.28%
SHORT MEXC · nowAALSTOCK_USDT
+115.82%
3d avg:+57.82%
Entry Spread Now
−0.111%
Against youL 13.4850 · S 13.4700−$11.12 if it converges
24h range −0.27%…+0.19% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$27.72
+0.28%
$Avg Daily PnL
+$15.91
+0.1591%
★Best Day
+$27.51
Sep 29
◎Open Interest
⚡Funding APR
+58.06%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.3d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.