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updated 4:18:09 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.94%
3d Period Avg+59.85%
swing±147.79%
LONG WEEX · now
−9.94%
3d avg:−11.20%
SHORT MEXC · nowAEHRSTOCK_USDT
+0.00%
3d avg:+48.65%
Entry Spread Now
+0.059%
Eaten by executionL 85.0300 · S 85.0800+$5.88 if it converges
24h range −0.67%…+1.33% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$31.16
+0.31%
$Avg Daily PnL
+$16.39
+0.1639%
★Best Day
+$20.80
Sep 12
◎Open Interest
WEEX$63.08M
MEXC$989.0K⚡Funding APR
+59.81%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
WEEX$457.1KMEXC$169.3KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.