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updated 8:00:48 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−99.74%
3d Period Avg+2.39%
LONG WEEX · now
−16.52%
3d avg:+5.12%
SHORT Gate.io · now
−116.26%
3d avg:+7.51%
Entry Spread Now
+0.107%
Eaten by executionL 2.8030 · S 2.8060+$10.70 if it converges
24h range −0.21%…+0.50% · median +0.11%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$24.62
−0.25%
$Avg Daily PnL
+$0.46
+0.0046%
★Best Day
+$2.33
Aug 15
◎Open Interest
WEEX$65.14M
Gate.io$100.4K⚡Funding APR
+1.68%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
1.9mo
to break even
◧24h Volume
WEEX$166.5KGate.io$14.3KLoading 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.