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updated 2:41:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.70%
30d Period Avg+19.84%
LONG WEEX · now
−10.74%
30d avg:−8.88%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.316%
Against youL 8.5550 · S 8.5280−$31.56 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%
Limited funding history — chart clipped to available data
- WEEX (Long): data starts Jul 27, 2026 (20d available out of 30d requested)
- Gate.io (Short): data starts Jul 28, 2026 (20d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$83.93
+0.84%
$Avg Daily PnL
+$5.00
+0.0500%
★Best Day
+$36.16
Jul 29
◎Open Interest
⚡Funding APR
+18.24%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.2d
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.