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updated 2:43:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.76%
30d Period Avg+11.51%
LONG Bitunix · now
−0.47%
30d avg:−0.47%
SHORT WEEX · now
+11.29%
30d avg:+11.04%
Entry Spread Now
−0.055%
Eaten by executionL 18.1900 · S 18.1800−$5.50 if it converges
24h range −0.22%…+0.28% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$66.54
+0.67%
$Avg Daily PnL
+$3.05
+0.0305%
★Best Day
+$4.81
Aug 4
◎Open Interest
⚡Funding APR
+11.13%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
9.2d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.