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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−183.83%
30d Period Avg+30.90%
swing±80.79%
LONG WEEX · now
−0.96%
30d avg:+8.22%
SHORT Paragon · nowpara:AVGO
−184.79%
30d avg:+39.12%
Entry Spread Now
−0.198%
Eaten by executionL 352.6900 · S 351.9900−$19.85 if it converges
24h range −0.40%…+0.06% · median −0.15%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$162.45
+1.62%
$Avg Daily PnL
+$8.45
+0.0845%
★Best Day
+$43.09
Aug 29
◎Open Interest
⚡Funding APR
+30.85%
annualized · funding only
⚠Execution Cost
−$91.09
entry + exit fees
⏱Payback
10.8d
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 (−$91.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.