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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 ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.09%
30d Period Avg+1.10%
swing±106.65%
LONG WEEX · now
+26.19%
30d avg:+40.30%
SHORT Variational · now
+41.28%
30d avg:+41.40%
Entry Spread Now
+0.024%
Eaten by executionL 0.02093 · S 0.02093+$2.39 if it converges
24h range −0.12%…+0.14% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$7.18
−0.07%
$Avg Daily PnL
+$0.29
+0.0029%
★Best Day
+$30.47
Sep 18
◎Open Interest
WEEX$160.3K
Variational$256⚡Funding APR
+1.07%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
1.8mo
to break even
◧24h Volume
WEEX$18.4KVariational$11.6KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.