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updated 6:13:19 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.72%
3d Period Avg+16.94%
LONG WEEX · now
−8.71%
3d avg:−5.71%
SHORT SoDEX · now
+25.02%
3d avg:+11.23%
Entry Spread Now
−0.184%
Against youL 521.4200 · S 520.4600−$18.41 if it converges
24h range −0.22%…+0.05% · median −0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.012%/taker0.040%
Loading Funding History…
↗Total PnL
−$9.93
−0.10%
$Avg Daily PnL
+$3.52
+0.0352%
★Best Day
+$4.06
Aug 16
◎Open Interest
WEEX$68.7K
SoDEX$1.7K⚡Funding APR
+12.84%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.8d
to break even
◧24h Volume
WEEX$1.77MSoDEX$2.5KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.