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updated 6:44:53 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.91%
1d Period Avg+2.33%
LONG WEEX · now
−26.96%
1d avg:+13.54%
SHORT Aster · now
+10.96%
1d avg:+15.87%
Entry Spread Now
+2.670%
In your favorL 0.00006180 · S 0.00006345+$266.99 if it converges
24h range −3.58%…+2.82% · median +0.19%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$17.64
−0.18%
$Avg Daily PnL
+$3.18
+0.0318%
★Best Day
+$3.21
Aug 17
◎Open Interest
⚡Funding APR
+11.60%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
7.5d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.