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updated 8:33:20 PMFunding Arbitrage Backtester
Size$
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
−1.12%
3d Period Avg+0.33%
LONG WEEX · now
+28.52%
3d avg:+22.21%
SHORT MEXC · now
+27.39%
3d avg:+22.54%
Entry Spread Now
+0.016%
NeutralL 1.2330 · S 1.2332
24h range −0.03%…+0.02% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$17.73
−0.18%
$Avg Daily PnL
+$0.09
+0.0009%
★Best Day
+$0.30
Aug 16
◎Open Interest
WEEX$79
MEXC$12.99M⚡Funding APR
+0.32%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
6.7mo
to break even
◧24h Volume
WEEX$49.1KMEXC$137.2KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.