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updated 9:32:41 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~12d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.58%
3d Period Avg+9.43%
LONG WEEX · now
−11.58%
3d avg:−10.94%
SHORT Toobit · nowDELL-SWAP-USDT
+0.00%
3d avg:−1.51%
Entry Spread Now
+0.017%
NeutralL 478.7200 · S 478.8000
24h range −0.86%…+0.21% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$31.67
−0.32%
$Avg Daily PnL
+$2.58
+0.0258%
★Best Day
+$2.96
Aug 16
◎Open Interest
WEEX$340.3K
Toobit$39.0K⚡Funding APR
+9.42%
annualized · funding only
⚠Execution Cost
−$39.41
entry + exit fees
⏱Payback
15.3d
to break even
◧24h Volume
WEEX$1.78MToobit$2.45MLoading 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 (−$39.41 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.