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updated 10:34:46 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+138.40%
30d Period Avg+39.28%
swing±77.67%
LONG WEEX · now
−11.95%
30d avg:−11.10%
SHORT MEXC · nowAEHRSTOCK_USDT
+126.45%
30d avg:+28.18%
Entry Spread Now
+0.011%
NeutralL 90.9000 · S 90.9100
24h range −0.52%…+1.08% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$302.63
+3.03%
$Avg Daily PnL
+$10.75
+0.1075%
★Best Day
+$72.99
Sep 15
◎Open Interest
WEEX$67.38M
MEXC$875.4K⚡Funding APR
+39.25%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
WEEX$425.9KMEXC$165.8KLoading 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.