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updated 4:02:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.49%
3d Period Avg+10.93%
LONG WEEX · now
−10.71%
3d avg:−10.93%
SHORT grvt · nowBE_USDT_Perp
+46.79%
3d avg:+0.00%
Entry Spread Now
+0.128%
Eaten by executionL 235.7900 · S 236.0911+$12.77 if it converges
24h range −0.12%…+0.09% · median −0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.02
−0.17%
$Avg Daily PnL
+$2.24
+0.0224%
★Best Day
+$3.08
Aug 15
◎Open Interest
WEEX$508.1K
grvt$1.4K⚡Funding APR
+8.19%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
11.6d
to break even
◧24h Volume
WEEX$6.4Kgrvt$67.8KLoading 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.