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updated 6:16:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.06%
3d Period Avg+19.73%
LONG WEEX · now
+7.00%
3d avg:−11.07%
SHORT Gate.io · now
+19.07%
3d avg:+8.66%
Entry Spread Now
−0.112%
Eaten by executionL 106.8500 · S 106.7300−$11.23 if it converges
24h range −0.28%…+0.16% · median −0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$9.80
−0.10%
$Avg Daily PnL
+$4.05
+0.0405%
★Best Day
+$6.07
Aug 15
◎Open Interest
WEEX$15.12M
Gate.io$4.05M⚡Funding APR
+14.79%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
WEEX$1.75MGate.io$553.4KLoading 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.