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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.36%
3d Period Avg+7.05%
swing±83.13%
LONG WEEX · now
+10.79%
3d avg:+6.09%
SHORT Paragon · nowpara:AVGO
+51.15%
3d avg:+13.14%
Entry Spread Now
−0.096%
Eaten by executionL 353.7900 · S 353.4500−$9.61 if it converges
24h range −0.40%…+0.06% · median −0.16%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$63.43
−0.63%
$Avg Daily PnL
+$0.76
+0.0076%
★Best Day
+$14.07
Sep 26
◎Open Interest
⚡Funding APR
+2.77%
annualized · funding only
⚠Execution Cost
−$65.71
entry + exit fees
⏱Payback
2.9mo
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 (−$65.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.