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updated 2:40:11 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.53%
30d Period Avg+20.30%
LONG WEEX · now
−11.57%
30d avg:−9.86%
SHORT Gate.io · now
+10.96%
30d avg:+10.44%
Entry Spread Now
−0.093%
Eaten by executionL 107.0200 · S 106.9200−$9.34 if it converges
24h range −0.43%…+0.09% · median −0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$140.74
+1.41%
$Avg Daily PnL
+$5.38
+0.0538%
★Best Day
+$6.08
Aug 8
◎Open Interest
WEEX$128
Gate.io$314.7K⚡Funding APR
+19.63%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
WEEX$19.5KGate.io$1.3KLoading 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.