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updated 4:31:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~66d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.63%
3d Period Avg+8.20%
LONG WEEX · now
−8.67%
3d avg:+2.76%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.211%
Eaten by executionL 327.4900 · S 326.8000−$21.07 if it converges
24h range −0.17%…+0.11% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$350.05
−3.50%
$Avg Daily PnL
+$1.68
+0.0168%
★Best Day
+$2.24
Aug 14
◎Open Interest
WEEX$18.1K
Gate.io$437.4K⚡Funding APR
+6.14%
annualized · funding only
⚠Execution Cost
−$356.78
entry + exit fees
⏱Payback
7.1mo
to break even
◧24h Volume
WEEX$174.5KGate.io$220.4KLoading 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 (−$356.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.