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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 ~40d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.34%
7d Period Avg+3.89%
swing±7.52%
LONG WEEX · now
+8.62%
7d avg:+6.19%
SHORT Aster · now
+10.96%
7d avg:+10.08%
Entry Spread Now
+0.065%
Eaten by executionL 1.2594 · S 1.2602+$6.50 if it converges
24h range −0.19%…+0.34% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$17.92
−0.18%
$Avg Daily PnL
+$1.06
+0.0106%
★Best Day
+$3.74
Sep 24
◎Open Interest
⚡Funding APR
+3.88%
annualized · funding only
⚠Execution Cost
−$25.37
entry + exit fees
⏱Payback
23.9d
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 (−$25.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.