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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−14.74%
3d Period Avg+2.56%
swing±22.79%
LONG WEEX · now
+19.57%
3d avg:−8.45%
SHORT LBank · now
+4.82%
3d avg:−5.89%
Entry Spread Now
−0.028%
Eaten by executionL 0.7024 · S 0.7022−$2.85 if it converges
24h range −0.06%…+0.04% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.90
−0.26%
$Avg Daily PnL
+$0.70
+0.0070%
★Best Day
+$1.32
Sep 28
◎Open Interest
WEEX—
LBank—⚡Funding APR
+2.56%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
WEEX$14.4KLBank$1.07MLoading 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.