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updated 2:38:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.95%
30d Period Avg+18.65%
LONG WEEX · now
−10.17%
30d avg:−5.14%
SHORT grvt · nowBE_USDT_Perp
+15.78%
30d avg:+13.51%
Entry Spread Now
+0.073%
Eaten by executionL 234.0800 · S 234.2500+$7.26 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
+$127.13
+1.27%
$Avg Daily PnL
+$4.94
+0.0494%
★Best Day
+$17.70
Jul 20
◎Open Interest
WEEX$504.8K
grvt$1.2K⚡Funding APR
+18.03%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
WEEX$6.5Kgrvt$68.7KLoading 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.