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updated 2:40:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.08%
30d Period Avg+15.31%
LONG WEEX · now
−10.12%
30d avg:−4.35%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.018%
NeutralL 960.7200 · S 960.5500
24h range −0.08%…+0.16% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$99.74
+1.00%
$Avg Daily PnL
+$4.06
+0.0406%
★Best Day
+$6.22
Jul 29
◎Open Interest
WEEX$467.9K
Gate.io$258.2K⚡Funding APR
+14.81%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
WEEX$19.8KGate.io$4.9KLoading 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.