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updated 2:34:16 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.53%
3d Period Avg+24.43%
LONG WEEX · now
−10.64%
3d avg:−10.96%
SHORT NADO · nowAMZN-PERP
+23.89%
3d avg:+13.47%
Entry Spread Now
−0.004%
NeutralL ask 264.7300 · S bid 264.7200
24h range −0.10%…+0.09% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.035%
Loading Funding History…
↗Total PnL
−$37.66
−0.38%
$Avg Daily PnL
+$5.07
+0.0507%
★Best Day
+$6.91
Aug 15
◎Open Interest
WEEX$26.22M
NADO$446.2K⚡Funding APR
+18.51%
annualized · funding only
⚠Execution Cost
−$57.94
entry + exit fees
⏱Payback
11.4d
to break even
◧24h Volume
WEEX$422.2KNADO$125Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$57.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.