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updated 9:33:09 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.21%
3d Period Avg+11.41%
LONG WEEX · now
+3.75%
3d avg:−23.65%
SHORT OKX · nowALLO-USDT-SWAP
+10.96%
3d avg:−12.24%
Entry Spread Now
+0.322%
In your favorL 0.2985 · S 0.2994+$32.16 if it converges
24h range −0.73%…+0.92% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.63
−0.17%
$Avg Daily PnL
+$3.12
+0.0312%
★Best Day
+$4.57
Aug 15
◎Open Interest
WEEX$57.9K
OKX$4.08M⚡Funding APR
+11.40%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
8.3d
to break even
◧24h Volume
WEEX$2.11MOKX$24.28MLoading 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.