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updated 4:02:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.96%
3d Period Avg+21.83%
LONG WEEX · now
−10.00%
3d avg:−10.87%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.327%
Against youL 8.5700 · S 8.5420−$32.67 if it converges
24h range −0.72%…+0.09% · median −0.49%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$23.72
−0.24%
$Avg Daily PnL
+$0.57
+0.0057%
★Best Day
+$5.95
Aug 16
◎Open Interest
⚡Funding APR
+2.08%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
1.5mo
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.