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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.31%
30d Period Avg+18.32%
swing±3.88%
LONG WEEX · now
+0.65%
30d avg:−7.36%
SHORT TxFlow · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.055%
Eaten by executionL 912.5800 · S 912.0800−$5.48 if it converges
24h range −0.29%…+0.06% · median −0.05%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.015%/taker0.045%
Limited funding history — chart clipped to available data
- TxFlow (Short): data starts Sep 28, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 100%, short 8% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$14.98
+0.15%
$Avg Daily PnL
+$1.33
+0.0133%
★Best Day
+$5.49
Sep 30
◎Open Interest
WEEX$444.7K
TxFlow$5.8K⚡Funding APR
+4.86%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
18.8d
to break even
◧24h Volume
WEEX$18.7KTxFlow$22.2KLoading 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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.