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updated 9:04:32 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−11.53%
3d Period Avg−10.94%
LONG Extended · now
+0.00%
3d avg:+0.00%
SHORT WEEX · now
−11.53%
3d avg:−10.94%
Entry Spread Now
+0.088%
Eaten by executionL 478.2608 · S 478.6800+$8.77 if it converges
24h range −0.75%…+0.21% · median +0.10%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$32.91
−0.33%
$Avg Daily PnL
−$2.06
−0.0206%
★Best Day
+$0.00
Aug 14
◎Open Interest
Extended$118.0K
WEEX$340.2K⚡Funding APR
−7.53%
annualized · funding only
⚠Execution Cost
−$24.66
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$1.00MWEEX$1.77MLoading 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 (−$24.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.