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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
−2.17%
30d Period Avg+1.68%
swing±27.22%
LONG WEEX · now
+0.63%
30d avg:+8.85%
SHORT LBank · now
−1.53%
30d avg:+10.53%
Entry Spread Now
+0.000%
NeutralL 0.7022 · S 0.7022
24h range −0.18%…+0.04% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.21
−0.14%
$Avg Daily PnL
+$0.46
+0.0046%
★Best Day
+$6.06
Sep 3
◎Open Interest
⚡Funding APR
+1.68%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
2.0mo
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.