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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~127d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.75%
7d Period Avgβ0.14%
swingΒ±0.65%
LONG WEEX Β· now
β2.05%
7d avg:β40.93%
SHORT Binance Futures Β· now
β1.30%
7d avg:β41.07%
Entry Spread Now
+0.000%
NeutralL 0.2092 Β· S 0.2092
24h range β0.32%β¦+0.42% Β· median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$26.26
β0.26%
$Avg Daily PnL
β$0.04
β0.0004%
β
Best Day
+$0.05
Oct 9
βOpen Interest
WEEX$7.62M
Binance Futures$3.37Mβ‘Funding APR
β0.13%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
WEEX$1.47MBinance Futures$4.07MLoading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.