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updated 2:42:46 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.15%
30d Period Avg+17.69%
LONG WEEX · now
−11.19%
30d avg:−6.73%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.565%
In your favorL 125.5600 · S 126.2700+$56.55 if it converges
24h range +0.06%…+0.43% · median +0.17%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$116.82
+1.17%
$Avg Daily PnL
+$4.61
+0.0461%
★Best Day
+$6.10
Jul 30
◎Open Interest
WEEX$664.6K
Gate.io$16.0K⚡Funding APR
+16.82%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.6d
to break even
◧24h Volume
WEEX$52.6KGate.io$117Loading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.