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updated 2:39:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.84%
30d Period Avg+14.44%
LONG WEEX · now
−11.88%
30d avg:−3.48%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.197%
Against youL 325.6400 · S 325.0000−$19.65 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
+$92.55
+0.93%
$Avg Daily PnL
+$3.82
+0.0382%
★Best Day
+$12.15
Jul 23
◎Open Interest
WEEX$17.9K
Gate.io$436.1K⚡Funding APR
+13.96%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.8d
to break even
◧24h Volume
WEEX$147.9KGate.io$215.8KLoading 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.