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updated 5:06:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.89%
30d Period Avg+21.46%
LONG WEEX · now
−10.76%
30d avg:−9.56%
SHORT Gate.io · now
+22.13%
30d avg:+11.90%
Entry Spread Now
−0.215%
Against youL 106.7600 · S 106.5300−$21.54 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
+$150.29
+1.50%
$Avg Daily PnL
+$5.69
+0.0569%
★Best Day
+$18.09
Jul 26
◎Open Interest
WEEX$15.11M
Gate.io$4.05M⚡Funding APR
+20.76%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.6d
to break even
◧24h Volume
WEEX$1.61MGate.io$519.3KLoading 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.