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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.45%
1d Period Avg+33.47%
swing±3.60%
LONG WEEX · now
−2.52%
1d avg:+0.13%
SHORT N1 · now
+28.93%
1d avg:+33.60%
Entry Spread Now
+0.005%
NeutralL 770.0100 · S 770.0500
24h range −0.15%…+0.20% · median +0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.35
−0.17%
$Avg Daily PnL
+$9.13
+0.0913%
★Best Day
+$8.38
Oct 1
◎Open Interest
⚡Funding APR
+33.33%
annualized · funding only
⚠Execution Cost
−$26.48
entry + exit fees
⏱Payback
2.9d
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 (−$26.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.