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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
+55.78%
30d Period Avg+11.54%
swing±5.94%
LONG WEEX · now
−10.75%
30d avg:−5.72%
SHORT grvt · nowDIS_USDT_Perp
+45.04%
30d avg:+5.82%
Entry Spread Now
−0.046%
Eaten by executionL 105.3700 · S 105.3215−$4.60 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
+$68.79
+0.69%
$Avg Daily PnL
+$3.16
+0.0316%
★Best Day
+$5.67
Sep 25
◎Open Interest
WEEX$4
grvt$745⚡Funding APR
+11.53%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
8.2d
to break even
◧24h Volume
WEEX$29.7Kgrvt$82.7KLoading 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.