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updated 5:03:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.35%
30d Period Avg+17.22%
LONG WEEX · now
−9.21%
30d avg:−1.79%
SHORT SoDEX · now
+22.13%
30d avg:+15.43%
Entry Spread Now
−0.142%
Against youL 520.2200 · S 519.4800−$14.22 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
+$117.34
+1.17%
$Avg Daily PnL
+$4.56
+0.0456%
★Best Day
+$18.99
Aug 2
◎Open Interest
WEEX$68.6K
SoDEX$1.7K⚡Funding APR
+16.64%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
WEEX$1.72MSoDEX$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.