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updated —Funding Arbitrage Backtester
Size per leg$
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
+0.00%
3d Period Avg+0.26%
swing±0.78%
LONG WEEX · now
+10.96%
3d avg:+10.70%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.304%
Against youL 1.2669 · S 1.2630−$30.41 if it converges
24h range −0.35%…+0.34% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$25.27
−0.25%
$Avg Daily PnL
+$0.07
+0.0007%
★Best Day
+$0.21
Sep 27
◎Open Interest
⚡Funding APR
+0.26%
annualized · funding only
⚠Execution Cost
−$25.48
entry + exit fees
⏱Payback
11.9mo
to break even
◧24h Volume
Loading 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 (−$25.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.