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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 ~6.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.04%
30d Period Avg+1.66%
swing±33.04%
LONG WEEX · now
−6.08%
30d avg:+15.99%
SHORT Gate.io · now
+10.96%
30d avg:+17.65%
Entry Spread Now
−0.055%
Eaten by executionL 0.05431 · S 0.05428−$5.52 if it converges
24h range −0.47%…+0.61% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$17.37
−0.17%
$Avg Daily PnL
+$0.45
+0.0045%
★Best Day
+$17.04
Sep 26
◎Open Interest
⚡Funding APR
+1.66%
annualized · funding only
⚠Execution Cost
−$31.00
entry + exit fees
⏱Payback
2.3mo
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.