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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+11.62%
swing±11.26%
LONG WEEX · now
+10.96%
3d avg:−0.66%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.507%
Against youL 0.2252 · S 0.2241−$50.74 if it converges
24h range −0.37%…+0.82% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.45
−0.18%
$Avg Daily PnL
+$3.18
+0.0318%
★Best Day
+$3.60
Sep 25
◎Open Interest
⚡Funding APR
+11.61%
annualized · funding only
⚠Execution Cost
−$27.99
entry + exit fees
⏱Payback
8.8d
to break even
◧24h Volume
Loading 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 (−$27.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.