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updated 2:56:09 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.47%
3d Period Avg+36.78%
swing±114.60%
LONG WEEX · now
−11.47%
3d avg:−11.32%
SHORT MEXC · nowAEHRSTOCK_USDT
+0.00%
3d avg:+25.46%
Entry Spread Now
−0.187%
Against youL 85.3900 · S 85.2300−$18.74 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
+$12.21
+0.12%
$Avg Daily PnL
+$7.55
+0.0755%
★Best Day
+$20.80
Sep 12
◎Open Interest
WEEX$63.35M
MEXC$1.00M⚡Funding APR
+27.56%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
WEEX$451.7KMEXC$168.0KLoading 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.