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updated 4:32:10 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~21d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.99%
3d Period Avg+0.50%
LONG WEEX · now
+16.61%
3d avg:+16.08%
SHORT MEXC · now
+20.60%
3d avg:+16.58%
Entry Spread Now
+0.014%
NeutralL 0.7218 · S 0.7219
24h range −0.04%…+0.03% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$22.33
−0.22%
$Avg Daily PnL
+$0.10
+0.0010%
★Best Day
+$0.31
Aug 14
◎Open Interest
WEEX$534
MEXC$20.95M⚡Funding APR
+0.38%
annualized · funding only
⚠Execution Cost
−$22.74
entry + exit fees
⏱Payback
7.4mo
to break even
◧24h Volume
WEEX$285.6KMEXC$103.2KLoading 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 (−$22.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.