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updated 2:39:58 AMFunding 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
+41.42%
30d Period Avg+28.00%
LONG WEEX · now
−30.46%
30d avg:+15.92%
SHORT Gate.io · now
+10.96%
30d avg:+43.92%
Entry Spread Now
+0.159%
In your favorL 0.00006300 · S 0.00006310+$15.87 if it converges
24h range −1.11%…+1.91% · median +0.68%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$197.48
+1.97%
$Avg Daily PnL
+$7.21
+0.0721%
★Best Day
+$40.93
Aug 8
◎Open Interest
WEEX$7.77M
Gate.io$445.7K⚡Funding APR
+26.31%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
WEEX$335.1KGate.io$69.5KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.