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updated 4:02:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.45%
3d Period Avg+19.16%
LONG WEEX · now
−3.50%
3d avg:−8.20%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.092%
Eaten by executionL 196.1900 · S 196.3700+$9.17 if it converges
24h range −0.68%…+0.11% · median −0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$10.27
−0.10%
$Avg Daily PnL
+$3.93
+0.0393%
★Best Day
+$5.59
Aug 15
◎Open Interest
WEEX$16.5K
Gate.io$181.5K⚡Funding APR
+14.36%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
WEEX$109.8KGate.io$8.2KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.