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updated 2:38:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.64%
30d Period Avg+48.07%
LONG OKX · nowAEON-USDT-SWAP
−8.81%
30d avg:−33.26%
SHORT WEEX · now
+21.83%
30d avg:+14.81%
Entry Spread Now
+0.051%
Eaten by executionL 0.07824 · S 0.07828+$5.11 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%
Limited funding history — chart clipped to available data
- OKX (Long): data starts Jul 27, 2026 (21d available out of 30d requested)
- WEEX (Short): data starts Jul 27, 2026 (21d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$244.15
+2.44%
$Avg Daily PnL
+$12.28
+0.1228%
★Best Day
+$44.20
Aug 1
◎Open Interest
OKX$3.72M
WEEX$342.0K⚡Funding APR
+44.82%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
OKX$56.35MWEEX$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.