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updated 2:43:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.44%
30d Period Avg+16.70%
LONG WEEX · now
−9.48%
30d avg:−5.44%
SHORT Gate.io · now
+10.96%
30d avg:+11.26%
Entry Spread Now
+0.112%
Eaten by executionL 196.1400 · S 196.3600+$11.22 if it converges
24h range −0.68%…+0.11% · median −0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$111.11
+1.11%
$Avg Daily PnL
+$4.42
+0.0442%
★Best Day
+$5.98
Jul 19
◎Open Interest
WEEX$16.5K
Gate.io$181.5K⚡Funding APR
+16.14%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.9d
to break even
◧24h Volume
WEEX$106.0KGate.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.