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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.33%
3d Period Avg+9.92%
swing±4.56%
LONG WEEX · now
−9.88%
3d avg:−11.13%
SHORT grvt · nowDIS_USDT_Perp
+47.45%
3d avg:−1.21%
Entry Spread Now
+0.067%
Eaten by executionL 105.0700 · S 105.1400+$6.66 if it converges
24h range −0.10%…+0.08% · median −0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.85
−0.18%
$Avg Daily PnL
+$2.72
+0.0272%
★Best Day
+$3.37
Sep 29
◎Open Interest
WEEX$11
grvt$1.2K⚡Funding APR
+9.92%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
9.6d
to break even
◧24h Volume
WEEX$29.1Kgrvt$88.0KLoading 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.