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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.57%
3d Period Avg+23.37%
swing±35.73%
LONG WEEX · now
−5.67%
3d avg:+16.71%
SHORT Gate.io · now
+62.90%
3d avg:+40.08%
Entry Spread Now
+0.074%
Eaten by executionL 0.05425 · S 0.05429+$7.37 if it converges
24h range −0.47%…+0.18% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$11.81
−0.12%
$Avg Daily PnL
+$6.40
+0.0640%
★Best Day
+$9.83
Sep 30
◎Open Interest
⚡Funding APR
+23.35%
annualized · funding only
⚠Execution Cost
−$31.00
entry + exit fees
⏱Payback
4.8d
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 (−$31.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.