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updated 4:05:19 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.85%
3d Period Avg+31.11%
LONG OKX · nowAEON-USDT-SWAP
−4.71%
3d avg:−9.50%
SHORT WEEX · now
+22.13%
3d avg:+21.61%
Entry Spread Now
+0.092%
Eaten by executionL 0.07630 · S 0.07637+$9.17 if it converges
24h range −1.31%…+1.39% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$1.87
−0.02%
$Avg Daily PnL
+$6.03
+0.0603%
★Best Day
+$13.44
Aug 16
◎Open Interest
OKX$3.62M
WEEX$333.5K⚡Funding APR
+22.02%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
OKX$54.56MWEEX$5.2KLoading 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.