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updated 2:41:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~15d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.03%
30d Period Avg+0.28%
LONG WEEX · now
−4.59%
30d avg:+18.17%
SHORT MEXC · now
+0.44%
30d avg:+18.45%
Entry Spread Now
−0.014%
NeutralL 0.7219 · S 0.7218
24h range −0.04%…+0.03% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.010%
Limited funding history — chart clipped to available data
- WEEX (Long): data starts Aug 7, 2026 (10d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 33%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$7.01
+0.07%
$Avg Daily PnL
+$0.90
+0.0090%
★Best Day
+$7.11
Jul 28
◎Open Interest
WEEX$534
MEXC$20.22M⚡Funding APR
+3.27%
annualized · funding only
⚠Execution Cost
−$20.77
entry + exit fees
⏱Payback
23.2d
to break even
◧24h Volume
WEEX$288.1KMEXC$103.7KLoading 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 (−$20.77 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.